You know your body best, so if you say you are gaining body fat--nothing else would be of concern--I believe you. At the simplest level, that means your body is signaling you to eat more than you actually need for body fat equilibrium or loss. I check my body fat by jamming my chin on my chest, checking the thickness of fat on my upper arm and the thickness of my midruff/belly fat pads.

Based on the assumption that your body fat is increasing rather than lean mass, I have no credentials but I'd suggest you pay close attention and log the foods you find most satiating/filling. I mean the ones you tend to eat the smallest portions of as they literally turn off your appetite.

Once you know what your shut-down foods are--mine is fatty beef, usually chuck, or sardines--start your first meal of the day with that. As soon as you aren't starving, stop eating and wait to see if you get a "satisfied" signal after a while. Don't eat again until you are physically hungry.

Try that for a week or 2 and see if starting your day with highly satiating foods helps to regulate what you eat against what you use.

BTW: If you notice any particular foods that trigger high appetite--for me, that is eggs and don't ask me why--try avoiding those for a while until you're happier with how your body fat is behaving.

I have PCOS too, and though I'm not gaining weight, I haven't been losing it either. I've been expanding my scope of research about how to deal with this beyond diet. I've been doing light therapy this week to try and reset my bedtime to an earlier hour so I can do the leptin reset protocol.

I've been getting bodywork done to help heal the collateral damage from a slipped disc.
When the myofascial therapist I've been seeing brought up the lymphatic system and its relation to hormones and weight management, a light bulb went on in my head. The more you squeeze and manipulate the tissues in your body, the more it moves the hormone disrupting toxins that have built up over time, so they can hopefully make their way out of your body. I am going to start adding more massage and lymphatic massage to my treatment regimen. We can eat the cleanest diet in the world, but if our bodies are chronically fighting the built up heavy metals and other environmental hormone disruptors built up in our tissues, I'm guessing our hormones, and therefore weight, are gonna stay out of whack.

She also recommended bitter herbs like dandelion and dandelion root tea get that stuff moving from the inside out.

I didn't lose much weight at first with my diet change (I had about 25 pounds to loose). I think it's because I had a history of severe reactive hypoglycemia (and Leptin resistance) and my metabolism was totally out of whack (even though I already was controlling my carbs on a Zone Diet). It took about three months of Paleo eating to heal my metabolism enough that I was able to keep my blood glucose levels even enough during the day to prevent the horrible cycle of low blood sugar/food cravings/fatigue etc. Until then, I was pigging out on meat/eggs/fat, while keeping my carbs between 50 and 100 grams. I didn't gain weight, but I didn't loose either. Once I felt like I'd gained control of the vicious blood sugar roller coaster, I stopped eating as much as I started losing about 1 pound every two weeks (lots of weight ups and downs but a steady downward trend). I've now lost 16 pounds and it feels good. What really feels good, though, is the control over my eating that I am beginning to have. About 4 weeks ago, I started the Leptin Reset protocol to further try to heal my metabolism (I don't think I'm an efficient fat burner yet). I actually gained a few pounds back at the beginning, but I'm happy with the process because I feel like I've gained even more control over the BG roller coaster and that I am truly on the cusp of leaving reactive hypoglycemia behind for good. I think not eating snacks is huge--but I tend to overeat out of fear that I'll feel hungry and awful later. I'm slowly healing this pattern.

Maybe your metabolism needs a little more time to adjust. Maybe like me, you are overeating the good Paleo foods because your body still wants it's carbs and isn't effectively using the food you are giving it?

Edit: Forgot to mention I have PCOS also and some insulin resistance.

What are you eating? Also you might want to focus on just walking a lot and getting your diet dialed down. And if you're hypothyroid you should have it tested.