What Causes Inability To Lose Weight While On Thyroid Medication?

Looking for answer about thyroid issue. Was on 175 mcg Levothyroxine and cannot seem to loose any weight despite how much I exercise or eat clean. My endocrinologist has increased my dosage to 200 and prescribed Cytomel. I have read a significant amount of information that the side effects of Cytomel can cause headaches, rapid heart rate, etc., I am seeking a little insight on this. Should I have hormone testing done as well? I am trying to determine what is wrong with my system in that I cannot loose weight. I am just confused on what to do and whether or not my doctor should perform additional testing. Any advice would be helpful. Thank you!