Hi Andrea, I made my own research and asked my doc about this (I had the same doubt) and this what I found out: it's true, you can have the LH surge but no egg is released, that is you have an anovulatory cycle. To be sure you've really ovulated you should be monitored with ultrasound every other day during the suspected O time, but it's something they do as an extreme measure if you have some serious problems or doc believes you always have anovulatory cycles. What I've been told is that as long as you see LH surge on the stick and you notice some typical O symptoms such as mild cramps and ewcm, if AF arrives at least 10 days after you had the surge and your period is normal (that is it's not too light or too short) then it's more than likely that you ovulated.
Doc also said that an anovulatory cycle can always happen, it doesn't mean you're not healthy or that every cycle is anovulatory.
I hope it helped.