Good news soon turned sad news :(

As soon I got to know that I am pregnant (first time) within one week I faced miscarriage. I went to check with doctor for my blood test, got to know that my progesterone level is really low (below 5, should be around 20 in first trimester). My doctor suggested for endometrium capsules, I had inserted 2 capsules in night, 1 in morning ( as suggested by my gynac). In morning after 2 hours of insertion of capsule I started bleeding, stomachache, cramping & nausea feeling. Same day I had my ultrasound & blood test done. Than got the report that it's not there.

Still trying to figure out what I did wrong or how could I have saved, what precautions I need to take next time? How progesterone level can be increased naturally ?