@ElizaBennett - I'm glad you brought this up. A friend of mine had to use progesterone suppositories. She started them very early in her pregnancy and continued for several weeks. At that point, I think the idea was that the placenta was making enough progesterone.
Before that, progesterone is produced by the corpus luteum, which is basically the place where the egg used to be. Apparently, in her, she couldn't produce enough progesterone that way. Fortunately, she was able to conceive and become a mom. Knowledge of your body is power! There are things that no doctor or test can tell you better than you can learn for yourself.