you can definitely try naturally while on an immune protocol! i went to the b eer center for my work up, and found a host of problems (antiphospholipid syndrome - an immune clotting disorder, MTHFR and PAi1 - also clotting problems, thyroid numbers a little too high, high NK cells, high cytokines, low LAD, etc...). i have pretty much been on the full protocol including IVIG, steroids, baby aspirin, lovenox, synthroid... i have never done IUI or IVF, but i've done many natural and a few low-tech cycles and just found success on a femeral low-stim cycle after about 8 months of trying with the immune protocol. i wasn't doing the whole protocol at first, i just kept adding things when it wasn't working. i had 3 MCs in one year and then it took over a year and a half to get pregnant again. i assume i am older than you, i'm 43.5. i also added antibiotics into the mix. you might look into dr. t oth and antibiotic therapy and see if you think that might be a possible issue for you. according to him, pretty much everybody has chlamydia!
i am happy to answer any specific questions you might have, but i'm no expert. you should also check out the yahoo immune board if you haven't already, a lot of really good information there.