Have you been evaluated for hypothyroidism? Many women with PCOS are also hypothyroid and that would certainly account for your troubles with losing weight. When you're hypothyroid your body kicks into low gear and burns fewer calories than normal. Here are some of the possible symptoms:
Fatigue
Sensitivity to cold
Weight gain
Constipation
Infertility
Menstrual problems
Loss of libido
High cholesterol
Joint or muscle pain
"Brain fog", memory problems, difficulty concentrating
Depression
There are lots more possible symptoms and not everybody will have them all, but it may be worth looking into.