Hi! I'm a PCOS'er too and have been paleo for a year. Honestly it takes time because of the hormones being so out of whack. I didn't see anything for several weeks and then the weight started coming off. I lost 30lbs in about 6/7 months. Then it was another 2 months before my cycle started becoming normal. I used to have 120+ day cycles and for the past 4 months I'm under 40 days consistently. So give your body time to heal.
When the weight starts coming off then you should start seeing some changes in your cycle and PMS symptoms. It's pretty amazing to me that this worked when I had done a year of meds (metformin/clomid) that didn't help at all. So you're on the right track, just be patient.
I also want to add with the eat more fat suggestion. I added coconut milk and avocados in daily. I put berries in my milk and eat it like I used to eat yogurt. I've dropped nuts completely. Well maybe I have a small handful once a week if that. Mostly I work on getting protein and fats.
Also look at your supplementation. I added a Bcomplex, D3 and inositol (instead of metformin) and saw a difference and also magnesium at night before I go to bed. Maybe do a little research and have your vitamin levels checked. I'd be 99% sure you're low on D3.