Now they tell me

Ok, so this past Wednesday was 6 days past stopping the Prometrium and I had still no breakthrough bleeding. To my surprise, Aunt Flo had not shown her ugly face, and for once, I was really hoping and praying to see her. I was actually a little concerned, so I gave the nurse at the RE's office a call to see what she suggested. While I had her on the phone, I also mentioned the fact that I had been extremely tired and been having some rise in my temps at night. I told her that it wasn't anything I was too concerned with. I had expected that it was probably due to the prometrium, since progesterone is known to have that effect on some people. She was a little  concerned that my AF had not arrived as well. Matter of fact, her exact words were, "if it was going to work, you would have had your bleeding start by day 5". HELLO, this was day 6 and there was no sign of anything happening! She suggested that I take a HPT, (what??? I knew there was no way possible for this), and that if I had not started by Sunday, to come in on Monday at 7am and they would do bloodwork and ultra sound. If my values were all baseline, then they would consider that as though it was CD3, and I would start my Femara and the rest of the regimen. ARE YOU KIDDING ME? I don't have to actually have a period to start the IUI process? If this is the case, why did they even bother putting me on the Prometrium to begin with? I totally feel like I have lost over 14 days of time while I was on that stupid progesterone to begin with.
I've spent the past two days kind of researching this, and it seems like there are other women who have gone through this as well. So, I guess that eases a little of my doubts and worries, but I'm still kind of boggled by the whole thought of getting starting while no actually on a period.
Anyway, I actually called the nurse this afternoon and left a message asking if I can possibly come in tomorrow morning (Saturday) to have my  u/s and bw done. I know it's just jumping ahead a couple of days, but I just don't want to risk the chance of missing the right window. I'll update and let you know if I go tomorrow instead of Monday.