I Am Attempting Natural Cycle IUI And Am Having All

I am attempting natural cycle IUI and am having all the signs of ovulation- a change in crevice mucous, positive LH surge on test kits and a period exactly 14 days post LH surge for the last 4 months.
I have tried to have IUI for the last two months, and each time I have attended the clinic 12+ hours after my LH surge. On both occasions they have seen astral follicles but no dominant follicle on my USS, no free fluid and have not preceded to IUI.
My initial bloodwork was all normal. I have never had a day 21 progesterone.
Is it unusual to not ovulate, when everything else appears to be happening at the correct time? Could I have ovulated and my follicle disappeared by the time I had my TV ultrasound?