I don't know much about Paraguard, but i do know you were VERY lucky to conceive on the first try both times before!! :) it can take a normal, heathy couple up to 12 months to conceive before it is considered a problem. And just because it came so easy before doesn't mean your body hasn't changed a bit (plus, not sure about Paraguard, but some birth controls can change or reset things too) and it might take a bit longer, so don't be h*** o* yourself if it does. Your doctor should be able to tell you the statistics on pregnancy after removing the IUD.
For the majority of people i know (that were actively trying) it took a few months so i wouldn't worry about your fertility just yet. Although, believe me, i know the frustration of TTC and hoping so h*** o*ly to fail, even if its only been 1 cycle.
As far as being late and testing negative... its definitely possible your levels are too low for the tests to detect and you need a blood test to get your answer. We've been dealing with over 2.5yrs of intensive infertility (due to medical problems on my part), so once i realized how much it was going to take above and beyond the natural course of things, you better believe i did more than my share of research on everything fertility related and paid very close attention to any fertility/pregnancy talk lol. In my reasearch i found a great site about pregnancy tests - www.peeonastick.com - funny name, but great info about different brands and their sensetivity and might answer some questions about false negatives.
Good luck :)