My profile is very similar to yours - eat healthy, work out and continue to gain weight. I went to doctor after doctor. They would check my thyroid and not believe that I wasn't overeating. I then started journalling every bit or sip of food I put in my mouth. They still didn't believe me and my thyroid test came back fine every time.
Two years in I found an alternative medicine MD that did extensive blood, saliva, hair folicle testing and found that although my thyroid was fine, my adrenal gland was not working at all. I also had systemic yeast, a phantom infection, Epstein Barr, and some vitamin deficiencies. She put me on vitamin therapy which helped. I began my own research and after finding out how serious and scary these afflictions were - began more research and cleansing.
I've had very good success thus far in my six months. The vitamins have helped heal my damaged adrenals and the deficiencies. Further diet change and cleansing have helped even more. Liver Flushes and colonics have helped a lot.
I have stopped gaining weight and am slowly starting to lose.