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Your symptoms (shorter and lighter periods, feeling sick, frequent urination, hurting breasts & nipples, leg pain, headaches, bloating) could be suggestive of possibility of pregnancy. Look out for development of any other new symptoms if pregnancy is suspected.
The urine pregnancy test (UPT) kits are calibrated ones, so unless the hormone levels in urine reach a certain level, they do not show positive results. They can also show false negative results during early pregnancy. Blood/serum HCG level estimation is accurate. UPT should always be done on early morning first urine sample as the concentration of pregnancy hormone HCG is believed to be highest in this sample.
If pregnancy is suspected, consider visiting your doctor/gynecologist at the earliest for further examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). Take adequate rest. Drink plenty of water. Maintain healthy diet.
Take care.