I took supplements for years and got progressively worse until I ended up in the hospital getting 4 units of blood. That's when they discovered I don't absorb iron through my GI tract and have to have IV's every so often.
I also had a GYN problem taken care of that was causing me to lose so much blood that I was getting worse and worse.
Oh and I ate spinach and liver and molasses and cooked in an iron skillet, nothing worked until the IV and I'm telling you that in just a few days I was like a new woman! I could not believe the difference in how I felt.
Good luck. I know how badly it can make you feel, but really the best treatment is to make sure you are absorbing the iron. Take it with vitamin C it helps.
But seriously if it doesn't get better, ask to be referred to a hematologist.