High risk for preterm... Do the shots help? What have you been put on to decrease risk?

I am pregnant with my 4th baby. I am almost 15 weeks. I was sent to a MFM at first since I had my last 2 early and was told I would be getting shots once a week from 16-36 weeks. I had no issues with my first pregnancy, carried him past 40 weeks. My first daughter I had preterm labor at 32 weeks that got stopped with Mag then bedrest until I had her at 36+6. My second daughter I started having contractions at 28 weeks and they stopped those with terb and progesterone pills that I took until 34 weeks then had her at 34+4. The mfm I saw was all for the shots at first but then my last appointment he said I didn't give birth to a premature enough baby to get them. So I'm getting a second opinion on Monday.and I wanted to hear stories or what has worked for others so I can discuss that with the other doctor!!