Hi anne, I'm so sorry that you're having this stress. I don't know if you remember this from before, but my doctor told me the 'progesterone causes missed miscarriages' thing is a myth - she said it is true that it'll stop your uterine lining bleeding, but it can't stop pregnancy tissue passing so you will still bleed if you miscarry. I have no idea which of our doctors are right, though, and I totally get the fear of a missed miscarriage. You'll be being scanned fortnightly anyway, right? It did definitely make me even more determined that I was going to have regular scans - I had four in the first trimester (two NHS, two private).
I did find them a bit messy, and that it was nicer to use a pantyliner - but it wasn't horrendous. I tried putting them up the bum as an alternative, but that gave me a sore bum after a few days (TMI!) so went back to the vag. Mine were also twice a day, and the morning one was much more annoying as it came out more, so evening-only would be better. I always put it in after sex and I think you'd have to - it seemed to take about 30 mins to dissolve.
I didn't find my symptoms on it too bad - I bloated up a lot, but that was it, really. It's hard to tell, though - I had pretty mild first trimester symptoms anyway. Lots of people have much worse times with it, but then lots of people who don't take it have much worse times than I did with nausea - so it's so hard to know what's the progesterone and what isn't. What I will say is that I tried the progesterone-only pill for contraception years ago and had to stop taking it because I reacted so badly, but that doesn't seem to have made me susceptible to its side-effects in this particular form at all.
Obviously I did take it - and I guess I'm glad I did, though who knows whether or not it made any difference? - but I don't think you're stupid to hesitate at all. The data seems to suggest that it doesn't make much difference either way, so if it's going to make you feel worse because you'll be constantly worried about MMC, then I think there's a good case to not do it.