PROGESTERONE TO PREVENT PRETERM LABOR

I went into labor at 26 weeks with my first, we got her to cook until 37 weeks with many different medications, injections, hospitalization etc... I am now pregnant again and he is wanting to do progesterone shots or the daily suppositories. I’ve researched the drug and looked into case studies, side effects and everything related to this. I’m not liking most of what I’m reading.

Has anyone ever take this while pregnant and if so what were effects and did it affect baby at all?

Thank you all in advance that choose to share.