Like Barb says, can you tell us if you were tested for a hypothyroid condition prior to your pregnancy. In answer to some questions both on this board and through our foundation, we have found a site that helps explain why birth defects can occur when the mother is hypothyroidic at time of conception:
http://www.ivf1.com/hypothyroidism
I'm not sure how PCOS actually relates to your son being born without a thyroid; and yes, PCOS is an endocrine condition. So is your thyroid part of the endocrine system.
Do you have thyroid issues yourself? PCOS and hypothyroidism often go hand in hand.