What's your sugar/refined carb intake like? Some people struggle to lose if there's too much insulin floating around at regular intervals.
Also, the calorie counters at the gym aren't that accurate - they don't take in to account your BMR - so the calories you would have burnt if you'd just slept instead of going to the gym - I tend to minus about 80 calories off a gym workout to take this in to account.
Are you definitely being accurate with your calorie counting?
If your TDEE is 1859, staying within that (no allowance for exercise calories) should get you to lose weight.
And if you are not losing, chances are you are underestimating what you consume
the common errors are - drinks - calories in tea and fruit juice etc - crossing old WW points into calories and not realising that zero points foods are NOT zero calories - portion control - snacks - the 5:2 poster who wanted to believe a small pakora was around 100 calories, rather than the deep fried 300 it probably was!
Give it time. The body stores energy in the muscles and liver and when you exercise, these are depleted. Most people store around 500 - 600 accessible calories in this way. As fat is quite hard to break down, your body will replenish its energy from the next meal that you eat. If you eat less than you burn through daily maintenance and exercise, then your body will start to deplete your fat reserves to make up the difference. This does not happen quickly, and will depend to a large extent on your metabolism, which also takes a while to properly adjust to your exercise regime.
That is not to say that is is not possible to burn fat solely through exercise. I am losing around half a kilo a week just through exercise alone, but that is because I am doing around 8 hours of cardio work a week, and burning around 5000 calories (I am eating more than 2000 calories though).
Do keep it up though. Once you are fitter, you will be able to sustain a high intensity cardio for longer, so that you will be able to get into a proper fat burning zone.
HIIT is High Intensity Interval Training and Fartlek is a system of training whereby in your training session you work as hard as you possibly can for as long as you can, then work at a lower pace until you have recovered, and then work hard again. Both depend on your fitness level as to how hard you will actually be able to work and how many calories you can burn.