Is it possible to have kidney stones, but not have any evidence of them in urine samples or ultrasounds?

Yes: These stones may be too small see on ultrasound and a routine urinalysis may easily miss stones as well. The best test for diagnosing the majority of stones in the urinary tract is a ct scan without contrast. This will detect the majority of kidney stones but a few may be missed occasionally.

Kidney stones: Kidney stones may present as sand in the sediment of urine can only be detected when the urine is strained.