I had to at home pregnancy test and a urine test at the office all positive but nothing shows in the sonogram. Why is this?

Various reasons. You may be too early to show up on the ultrasound. If you are less than 5 weeks since your last period the sono might not show anything. If you have had any spotting then an early pregnancy may have been lost. If no bleeding and the blood HCG is over 1000 miu and still nothing in the uterus on sono, the possibility of an ectopic (tubal) pregnancy needs to be considered. Talk to your doctor.