Your RE may be on the right track, and it is good that he is willing to work with you doing IUI's. Not sure abt the clomid- you might research that. I read on this board that it isn't good for women over 40 (close to your age). Read this board (and the over 40 board) for more supplements to try. I used DHEA and COQ10 too, plus several others. Also investigate ways to bring down your FSH- traditional Chinese medicine, acupuncture, etc.
I was a poor responder for fertility meds too and the RE gave us a 5% chance of pg. He told me the same thing- might as well try IUI since my chances were abt the same for IVF- just looking for one good egg. I married later- just before my 42nd bday and shocked with that info. My high FSH was 23 on CD3 (but 45 on a random day), my AMH was less than 0.1, and never had more than one mature follicle per cycle. However, we were successful on our third IUI at age 43 and now have a healthy 19 month old. In the successful cycle my FSH was in the 12's and had been on supplements for about a year, but hardcore supplements for about 7 months.
I went through three RE's (all who recommended DE for me) before I found one willing to work with me. Hopefully your RE will continue to be open minded- just keep an eye on him and advocate for yourself!