The yolk sac eventually becomes part of the embryos midgut and is not part of the amnioyic sac. They are separate structures. It is possible to have an empty amniotic sac called a blighted ovum but...
I had this same thing back in March, they called it a Blighted Ovum. :( I'm sorry you went through it. Don't know how long ago you asked the question but I'm sorry. Its when something (usually) is...