There is not yet any commercially marketed PCR or other test for M. genitalium, and setting up and performing PCR for it is not a simple deal. Some of the best research labs disagree with one another on whose home-grown assay is the most accurate. Even if your STD clinic has access to a research lab that does the test, undoubtedly they don't test people not involved in research studies. As I said above, it wouldn't be surprising if testing becomes more routine someday, but not yet.
In any case, I'm sure you can trust the clinic's judgement, especially the senior consultant.
Thanks for your comment. I re-visited the STD clinic today and outlined my concerns re: M.Genitalium. I tried my hardest not to come across as whiner who refuses to accept my -ve results. They checked the testicle and said couldn't find anything wrong with it. The Senior consultant gave his views on my situation and basically said 'sorry, but you don't have an STD'. They wouldn't test me for M.Genitalium because they really don't think I have it (no WBCs, no symptoms, nothing wrong with testicle, and a course of doxy would have sorted it out anyway). They didn't think any point my G/F being tested for M.Genitalium unless she had symptoms but they'd happily test for Chlam/Gonn. So I guess they're the professionals and I'll trust their judgment. Certainly hearing his views helped relieve some anxiety. Personally I don't know why testing for M.Genitalium isn't routine - it's clearly shown to be a common cause of NGU. PCR assays are cheap & easy to perform too.
This is a bit complex for useful assessment by a distant online provider. Most important, I cannot provide better judgment than the providers who already have evaluated this, especially an STD clinic. But I will say that NGU (same as NSU) that clears up without treatment doesn't mean the infection is gone. If you really had NGU, you should have been treated. The absence of white blood cells when you were evaluated by the STD clinic suggests that indeed you had no urethral infection, but that's not foolproof. However, it is conceivable that the problem was related to your cold and conjunctivitis, since a few percent of NGU cases are caused by adenovirus, a common respiratory virus.
Assuming proper testing was done, you can be sure that chlamydia or gonorrhea isn't an issue. No STD clinics test for the other organisms you mention. (By mycoplasma, you're probably referring to M. genitalium, now known to be a cause of some cases.) For the most part, such testing is done only in research--although it would not be surprising if routine testing for M. genitalium becomes common in the not-too-distant future. In any case, adenovirus clears up on its own, and cases due to ureaplasma (which remains controversial as a cause of NGU) and M gen usually respond to the standard treatments for NGU.
Treatment with doxycycline made sense, and your partner probably should be treated as well. If your testicle pain is severe and associated with swelling of the testicle or tenderness to touch, get it checked out to make sure you don't have epididymitis. Otherwise it's likely just a nonspecific reaction to your infection(s) and/or the psychological response to all this.
Bottom line: Whatever is going on, it sounds like you're now out of the woods. If your girlfriend hasn't been treated, ask the STD clinic about that aspect; and folllow up with the clinic yourself if any symptoms persist or you have other questions.
Good luck-- HHH, MD