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I took it with both pregnancies until 12 weeks. My progesterone was on the low side both times so it was a precautionary thing. I didn't have any side effects while on it - the first dosage or two made me really tired but once my body got used to it, I was fine. I haven't read the risk factors, but I imagine that would be a slight possibility from prolonged usage, not from a few months?

Ditto everything @NorthStar: said.
I understand your fears due to family history, so it can't hurt to ask the midwife or a doctor. BUT it is short term use, so that's what would qualm my fears a little.
I will say, if you did a search for side effects of progesterone, a lot of women on it are probably pregnant (or I would assume so)...and breast tenderness and nausea are symptoms in early pregnancy. So I wouldn't put too much stock in those being specific to progesterone.
I was on progesterone shots AND suppositories simultaneously for weeks leading up to and after my frozen embryo transfer and didn't notice any side effects before I was actually pregnant.

I took it vaginally too. I also had a history of loss so they recommended it to be safe. Took it until 10 weeks. Ditto what others have said.

I took it (not prometrium, but vaginal progesterone) with this pregnancy for the same reason as you. History of loss (3 total), no real indicators that progesterone was an issue, but doc said "it couldn't hurt." I took it until 10 weeks and didn't have any side effects that seemed different from normal pregnancy stuff. I can't comment about the nausea and breast tenderness because I get both with every pregnancy anyway. In my case, I don't have the same type of family history as you, so I didn't think to do any more research. In your shoes, I'd probably just go with what you feel comfortable with. Research has not actually shown that progesterone helps women with a history of miscarriage, although there are obviously tons of individuals who believe it is true and docs keep prescribing it.

FWIW, I am 29 weeks now. No idea if it helped or if this baby would have been fine regardless. I also had a previous healthy LO with no progesterone.