Unfortunately the side affects you're experiencing could simply be related to Clomid. Its a wicked drug, I used it for years during my IF treatments...I felt HORRIBLE and would swear I was PG because I had all the signs....in the end, it was just the side affects from Clomid.
The key when having IF treatments, especially IUI's, is to insure you have a mature, viable egg that is about to release. If you take clomid, or femara (which is what I recommend) the doctor needs to montior you closely to insure the medication is doing what it needs to be.....producing a mature egg. Its best to have at least 2 mature follciles before you continue to an IUI. Also, make sure your doctor gives you an HCG shot prior to the IUI. This will help mature the eggs fully and will help them release appropriately.
Many docs are now using PreSeed during their IUI's. Water, and other lubricants can actually hinder the efficacy of the IUI.
I too have PCOS and eventually got pregnant with our second child after 3 IUI's. It can happen, there's just a lot that goes into preparing for a successful cycle. Prayers to you!
Pamela
http://www.pcosinfo.com
