There would be not the slightest external sign in a mare only three weeks into a pregnancy. Her belly would not look any different, her udders would not look any different. Most mares don't show any changes in body shape until nearly seven months along or later. Your best way to tell if a mare is bred is at or after day 21 (three weeks) a vet can do a rectal palpitation - which you have had done, and the vet TOLD you there is no baby. If you are still concerned, like someone mentioned, shell out the bucks and have an ultrasound done.