Hello OP. I have PCOS too, and at one point was nearly 8 stone overweight following a stint on anti-depressants. I've now lost 6 stones over the last year, and am confident that I'll lose the rest.
What switched things round for me was doing a Whole 30 - you can google it and get all the info, you don't need to buy any books. Basically you commit to 30 days of a super-clean exclusion diet - no sugar, no grains, no dairy, no soy, no legumes, no sweeteners, no alcohol. This basically excludes all processed foods. Just meat, fish, eggs, nuts and loads of vegetables (including potato) and some fruit. You can then try adding in one of the excluded elements at a time and seeing how you feel.
I felt amazing on my first one (I also lost over a stone in that 30 days and my PCOS related hormonal cystic acne vanished too), and I've done several since, and this now forms the basis of how I eat now. Sugar and grains do not agree with me. I have really cut back on dairy - couldn't live without cheese now and again. I'm OK with pulses say three times a week. I no longer touch anything with artificial sweeteners in - I used to drink low-calorie drinks all day.
Sorry to be embarrassingly evangelical, but it has really transformed my body and my life. PCOS is an absolute bastard, and I don't think people who have experienced it have any idea how hard it can be when the usual advice just doesn't work. I kept steadily gaining weight on a regime of low-fat diet and tedious amounts of exercise, and would merrily have flattened the next skinny person who told me to eat less and move more.