Nope, sore breasts do not indicate the pill has stopped working. Breast tenderness can have all sorts of causes, including things like where you are in your cycle and the side effects of certain medications. And, given everything else you've said, there's no reason to assume they're a sign of pregnancy.
Since you use two methods of birth control, and you've had multiple negative tests, it's safe to say you're not pregnant. Do you have a sense of why, even with the negative tests and assurance from your OB-GYN, you're still anxious about this being a sign of pregnancy?