Hi - so sorry for your loss and I hope that you have a happy, healthy pregnancy the next time around. I have two friends who had secondary infertility who were able to carry successfully with progesterone shots. Both friends tried a few rounds of IUI that didn't work and then got pregnant the old-fashioned way but started progesterone immediately. Both of them also had acupuncture and both swear that that helped them as well.
As you know, the shots are no fun at all but they are very safe and can really make a difference. Every IVF pregnancy requires PIO shots so I had to do them when I was a surrogate. I was very glad when I hit the 10 week mark and could put the needles away!
Best wishes to you!