If you had 2 ultrasounds showing you had a cyst in your right ovary. Then had surgery to take it out and found no cyst or evidence of it what's up?

Unfortunate. That is unusual. Either the cyst resolved on its own between the last ultrasound and the surgery. Or the cyst was present at surgery but just not seen, or the cyst was never there and something else was appearing to be a cyst. Either way it is certainly unfortunate you had to undergo surgery with no results.
Can resolve. Many ovarian cysts, depending on their size, can resolve spontaneously on their own without any treatment. Rarely the ultrasound could be incorrect.
Functional cyst. Most ovarian cysts are physiologic (normal) and are seen on ultrasound. Surgery for these are not indicated unless >6 cm (they can twist), have malignant features (thick walls, nodes, septations, etc), or if they persist at the site of pain. It's possible your cyst was this type of functional cyst & regressed on it's own. Ultrasound can be used to follow these prior to surgery. Good luck.