Iron transfusions at 36.3 weeks

I’ve had severe anemia my entire pregnancy, and have been taking iron supplements the entire time. They just re tested me and found that my iron levels have dropped even lower and that I need to begin iron transfusions for the last 3 weeks of my pregnancy. My iron levels were already at a 6 so they must be even lower now. I don’t have my appointment until Monday, but wanted to know if anyone has gone through this. Can it make me go into labor early? What are the risks during delivery? I’m a first time mom so I am definitely worrying.