Iron sucks

Ok I need to rant a minute. So I am some form of anemic and since I was six days one no doctor could explain why I couldn't have iron. For years they says oh once your period starts your iron levels will even out....four years after my period my iron levels dropped too much. (Normal iron levels are 11-12, mine were either 16 or 8) And I still couldn't have anything with high iron in it. Now I've seen a hematologist and they are saying I need it put straight into my blood. I had my first infusion Thursday and I tried to eat okra, but I ended up really sick, like I would with anything high in iron. But now a couple days have pasted and I'm getting my low iron symptoms along with my high iron ones. And come to find out last night when I had a headache, like usual with high iron, there are more symptoms than they said. And I'm experiencing most of them. I can hardly walk down stairs without my heart rate doubling and my breathing weaken. And a plus from this infusion my body won't let any food down my throat in a case it has high iron....should I stop my infusions and go to my doctor about this? I'm just trying to have normal blood.....