I have low progesterone issues too. The second baby I lost was while I was on prog. suppositories. I didn't start those until just after getting a BFP. I'm now on them again (after 2 losses then 1 success) but I began taking them 3 days past ovulation which I guess is supposed to be a lot more effective. I also took clomid (even though we conceive w/o it just fine now) and for some reason that totally boosts my progesterone levels (like to 2nd trimester numbers). I suspect I don't need the suppositories at all but I take them just in case. So anyway, my scenario is a bit different but I've lost one while on progesterone, retained one while on it (again I started it just after my bfp but I had taken clomid in addition that time), and I'm on it again now (again with clomid).
Have you considered *not* checking your levels? That's something I thought a lot about this time around. I have a lab slip in the drawer just waiting for me to use it, but in the end I opted not to know. What difference will it make? As sad as it is, if you're going to m/c you're going to m/c and starting progesterone now I can't imagine would change that. I just took a huge leap of faith and am attempting to enjoy the pregnancy and hope for the best. If I do m/c, I'll obviously know it.