You are currently on correct treatment regime.Endogest
and it does not affect the pregnancy test.
Are you taking any multi vitamin tablets? If you are then that maybe the reason for your yellow urine.
Do not worry and drink little more water in the night before sleeping.
Continue the treatment as it may take multiple cycles like this before conception takes place. So do not get disheartened. Moreover it could be too early for you to do the test. So you can wait till you get or do not get your next period.
Take a healthy diet and follow up regularly with your fertility