Low Progesterone....what can be done?

Hi everyone, after my second failed IUI, my doctor is upping my femara again for the third time. This is making me less and less hopeful that IUI is going to work for us. That being said, they told me my progesterone levels are low, and even though I'm ovulating when I'm on the medicine, they need it to be higher. I've been diagnosed with unexplained infertility, which to me basically means, "we don't know what's wrong with you and we don't know how to fix you."

I'm taking a prenatal vitamins and folic acid right now. I'm just so down lately, since getting AF this morning. The whole emotion of going through this roller coaster each month is overwhelming at times. I really thought the last IUI procedure worked.

Because it took us four years to conceive our first child (we went through IUI with him and got pregnant on the 4th time, it's been 3 years since any blood work has been done, so I mentioned that to my nurse. I'm frustrated because why am I having to mention that to my nurse/doctor, shouldn't they have suggested that? So Friday will be day three of my cycle so they are sending me to get some labs done. Not sure if that could shed some light onto our situation. My mom had thyroid problems that prevented her from getting pregnant, but every time I've had that tested it comes back as nothing wrong. Sometimes I'm convinced that there's something wrong with my thyroid.

Has anyone had any similar experiences? Situations? Any advice or suggestions would be greatly appreciated.