Hi beanieb
Sorry to hear your news, I am in a very similar position. I am 39 and trying for first child.
Had my FSH tested 3 times last year - it was 14.4, 12.4 then the next month 17.9. You are right in that, whilst FSH fluctutaues, consultants seem to say that you are only as good as your worst reading (if that makes sense!)
I then had the new AMH test (anti mullerian hormone) which is the new test you mentioned, it has been available on the NHS since September). This doesn't fluctuate from month to month and confirmed what all the FSH tests said.
Obviously I was referred straight for IVF (my consultant wouldn't prescribe Clomid as he said it is not appropriate with high FSH - it could actually put me completely in menopause.)
The NHS hopspital in Manchester wouldn't treat me without an egg donor (they did say they would treat me up to, and including being, 40 years old though). I don't have an known egg donor and because there are so few around, I didn't have time to wait for one on the NHS (would take years and would be too old to be treated).
Made an appointment with private clinic. They confirmed everything and said there was no point in them treating me without an egg donor either. Am currently trying to sort something out on that (trying to arrange for my partners sister to donate to their pool of eggs so that I go to the top of the list and get next available anonymous donor).
Sorry I've probably not offered much advice but just wanted to share my story so you know you're not alone, we seem to be pretty similar.
And despite everything I have been told there's a little bit of me that still clings to the hope it may still happen naturally - I have read about lots of women getting pg with high FSH. All the articles I've read say high FSH never means you CAN'T get pregnant, it can just make it a lot harder/take longer.
I live in hope!
x