I'm so sorry to hear this latest update. You must be beside yourself.
Did your dr. explain WHY s/he thought progesterone would not help? From the March of Dimes website: "Recent studies show that for some women, especially if they have a short cervix or if they already had a preterm birth, being given progesterone during pregnancy may help reduce the risk of having a premature baby"
I would think they should at least give it a try.
Here is the link, which suggests some other options as well:
Hopefully others can add some insight for you. Again I'm so sorry for what you're going thru and I am keeping my fingers crossed for a good outcome.