I'm not saying that it's only about ovulation. Unfortunately, I do understand a bit about the causes of infertility, having been through it myself.
There are lots of steps to getting pregnant. First you have to actually ovulate. There are various things which can prevent ovulation - being underweight being one of these, PCOS being another, for example. You can rule out non-ovulation by having certain tests. As mentioned before, OPKs are unreliable, temping is better, but can be unreliable in the presence of certain conditions, tests as done by fertility clinics are accurate.
Then the sperm has to reach the egg. So sex at the right time, sufficient cervical fluid (or using sperm-friendly lube) plus sperm which has good motility, etc. Again timing issues can be ruled out by confirming ovulation. Sperm motility issues can be ruled out. Being underweight isn't likely to affect this one because it's more to do with the man's sperm health, which can be checked.
Then both the egg and the sperm need to be good quality, so that they implant. If either are poor quality, the pregnancy will not implant. Worth noting even in couples who are considered normally fertile this happens up to about 80% of the time. This could be caused by random chromosomal errors (this gets worse with age), but also supposedly diet, environmental factors, etc - so if a person is underweight due to malnutrition, anorexia etc then I could see there would be a correlation here, but it doesn't seem as though it's relevant to the OP - if this is where the problem is occurring, it's far more likely unfortunately that the PCOS is causing it. Possibly some of the suggestions in It Starts With The Egg would help with this step - I don't know, because I'm not an expert on PCOS, but I know it can be comforting to be doing something. (This is the step we get stuck at, because of the chromosome issue, and no dietary supplement can change that).
Then lastly the womb itself must be the correct environment to allow the fertilised egg to implant. If there is a problem with womb lining, hormonal balance, etc, then this can also cause a fertilised egg not to implant, or to implant in such a way that the pregnancy can not continue. I could see, again, that there may be a correlation between somebody who is so severely underweight that they are starving and their body is shutting down nonessential functions, but this is not associated with somebody who simply has a low BMI. Again, the womb lining is something which can be checked with scans. Hormonal balance with blood tests I believe.
As I understand it requirements for IVF, ICSI etc tend to be higher than the conditions for a possible natural conception because if you're at the stage of doing IVF/ICSI you need all the help you can get and because in addition the process of transferring sex cells or fertilised eggs or embryos can render them more fragile which means that they need an even more optimum environment in order to thrive. For example, when doing insemination in clinic the woman will usually be required to remain in a hips-raised position even though for natural conception this step makes no difference. It doesn't make sense to apply IVF rules when looking to assist with conception naturally - and if OP needed to lose or gain any weight in order to qualify for IVF, she would have been informed of this.
I didn't mean to write an essay 
just wanted to explain where I was coming from.