If you have had thyroid blood tests, get a copy of the results and go on Thyroid UK (on here) and post them along with your symptoms. It is possible you could be developing a thyroid problem. Unfortunately the NHS is very bad at treating thyroid problems, especially when they are slight or subclinical. It is definitely worth ruling out as a possible issue.
It is also worth getting your vitamin D3 tested - you can get the GP to do this.
The reason I say this is because the bleeding, pain and urination sound like one problem and the aching, anxiety, tiredness and headaches sound like another issue.
Regarding the constant need to urinate, have you looked into interstitial cystitis? It can go hand in hand with endometriosis. This is something that can be looked into with urology testing. Have a Google as there are some forums for it and you can see if what other people are experiencing is something like what you have been suffering with. Also a tight pelvic floor can be an issue for some endometriosis sufferers and physio can help that, so that's another thing you could look at.
Another option regarding the bleeding is endometrial ablation - it's only suitable for women who will not be seeking to have children anymore.
Just because they can't find the problem with their tests doesn't mean it's not there... Just that they haven't found it!