This is what I've found about the medication you've been given. It was discontinued in the UK back in 2008 for whatever the reason. For the lack of a better description, the medication is to assist in providing a stronger lining of your uterus to hopefully save your pregnancy. It sounds to me like you'd best start listening to your body. Remember Blood and Stop Lights are both RED for a reason...they both mean STOP. If you are having bleeding, pain and discomfort after intercourse...you may want to reconsider your choices for the time being. What is more important to you and your husband at this point in your lives...sexual relations or a healthy pregnancy?
If this pregnancy turns out to be the worst case scenario, please do your body a favor and give your reproductive organs a rest and use protection. Do exactly what your gynecologist says, there is science behind their practice and it is just as heartbreaking for us when we see you in the Emergency Department losing something you've grown attached to...and no amount of education or training in the world will change damage caused by not following evidence-based information and advice.
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If you are not carerful with your "parts", you may unfortunately end up with damage and scarring which can lead to adhesions which can and have led to infertility in more than 38% of women in the US as the scarring and adhesions affect the uterus and migrate up the fallopian tubes making it impossible for the eggs to travel down to the uterus and implant. Ectopic pregnancies and non-viable uteri can be life changing, heart-breaking events.
Good luck and stay in touch with your physician, follow his/her instructions to the letter. Holding a good thought.