Welcome to HCM,
You are having intrauterine device
(IUD) with progesterone
is mirena coil for 3 years with out problem,now you have missed period it is not clear you got it removed and want pregnancy
If it is in place and you can feel thread,your pregnancy tests are negative chances that pregnancy as cause of delayed period are almost negligible.but it would be advisable to consult a Gynecologist to see every thing is fine and rule out pregnancy or confirm what is the cause for it ultrasonography
to find out what could be cause,and hypothyroid state can cause menstrual irregularity so you should get T3,T4 and TSH and proper correction by supplementing Thyroxine
as you are gaining weight also,
If every thing is fine take care of diet and exercise to keep fit and maintain near ideal weight.
If Thyroxine is prescribed to you take it regularly.
Best of Luck