I had progesterone injections with my second. My first was early for unknown reasons, and with the injections my second was a bit later at 36.4 days. Almost full term, but not quite. No way to know if the shots played a role in that or not though. I didn't think they were all that uncomfortable, either. Some soreness for sure but overall they were manageable. Good luck in whatever you decide to do! I just posted a thread about being so torn on whether or not to have the third baby I've always wanted, but I too am terrified of another preterm delivery.