IUD... PARAGUARD..

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I have had complications in the past getting a blood clot by taking birth controls such as desogen a generic brand of Yasmin. I got really ill and wasn't able to do normal things for a few years was having to be out on bloodthinners(Coumadin) for a year.
​I talked to my doctor .. She told me about PARAGUARD and how safe it is because it's non hormones. My only concerns is to insert such things like this in my tissue of my vagine. I am scared to be honest to find out what could worse possibly thing could happen. Anyone has a blood clot due to birth control pills? And possibly has tried PARAGUARD before?