Could this be a cyst on my left ovary?

If you had a UTI it would most definitely show up in a urine sample. You could have a cyst (that's what it sounds like from your descriptions) and most of the time they go away on their own. If one gets large it can rupture, which wont really effect you, but i heard that it is quite painful. I would reschedule for another sonogram, remind them of your symptoms, and state that you want to double check for any cysts. They cant refuse you service.