Sorry but I really don't think recommending alternative/ "natural" options is helpful. The reality is that alternative therapies are classified as alternative because there is no proven, systematic medical efficacy. People who "swear by" acupuncture or reflexology are just as likely to have got pregnant naturally. Other than following the correct diet (low sugar) and being the right weight there's not a lot else that someone with PCOS can do for themselves.
I took clinic for 8 cycles - I did ovulate but didn't fall pregnant. I have had ovarian drilling, and endometriosis removal and a tube unblocked at the same time. It was a keyhole operation done under a general anaesthetic and was used to remove cysts and promote ovulation. In my case it didn't work, but for PCOS sufferers it should be the first port of call after clomid has failed and before IVF. It isn't often, though as it's about £3,500 and the NHS doesn't have the funding.
Following drilling, I then went on to have IVF which ultimately did work in so far as I'm pregnant now. However because I have PCOS my ovaries were overstimulated and I had to freeze the whole cycle and have a FET a few months later.
It's been a 3 year journey for me, and I'm just lucky I started it aged 27. If I was going via NHS I would still definitely be on the treatment treadmill, wouldn't have had the endo removed & that might have impacted on the ivf/fet.
It is expensive. I've been lucky and have spent about £13k to get to this point. Many spend many times this amount with no success. I'm also lucky in that i have the income/savings to support the cost without resorting to credit cards.
It's up to you of course and if you have the means or not, but I would absolutely find a good medical consultant (not Zita West!!!) and go private early to get to the bottom of potential problems rather than waste months/years on trial and error. Infertility is a disease. You wouldn't naturally try to cure cancer, you'd go to the shit-hottest oncologist you could afford.