Sorry you are going through this. I see you've received a lot of responses already, but here's my answers to your questions:
1. When I was 30, I started fertility treatments. I had 7 IUIs in total, 3 with Clomid and 4 with injectibles. I did not conceive with any of these. My story is a bit different because I lived in a state that covered infertility treatment (IL) and therefore was a bit more rigid about what it would take before moving onto higher-tech treatments.
2. After 7, I moved on to having a laparoscopy. I did not have obvious signs of endometriosis, but my RE doctor had had a lot of success with patients with unexplained infertility becoming pregnant after a laparoscopy that detected and cleaned up endo. In fact, he claimed that 80% of the patients like me did in fact have endometriosis that could be effecting their fertility. Since insurance covered this and not IVF for me, I proceeded with the procedure. I was discovered to have endometriosis moderate to severe in places. It did not appear to be directly effecting my fertility (like if it had been my tubes or ovaries). We then tried for months on our own to no avail. Finally, on our second fresh IVF cycle (1 frozen failed cycle), we conceived our oldest. One year later, we opted to try again and later had our twins resulting from our first IVF. This resulted in 3 children born in exactly 20 months.
3. The reasons for the IUI not working were never discovered. I will share one interesting, prophetic thing that the old doctor I had in IL shared. When I asked why we weren't being more agressive with the meds (I would only produce 1-2 eggs per IUI cycle), he told me that in his experience, we were exactly the kind of couple who go on to conceive high order multiples if not managed carefully. I thought it was a strange comment since we couldn't conceive at all, but I now believe he was really onto something.
I wish you the best and hope that you will conceive soon. Before the IVF that finally worked for us, I took some time off work and somehow managed to change my desperate attitude. I can't tell you how I did that, I guess I had just reached my limit and resolved that I was only trying one more time and then would move to a new game plan. I had found an inner peace that somehow I would be a mother, whatever road that led me down. I don't know if that made a difference, but maybe it did. Interestingly, the second time around I really was not ready to try for more children. I only returned on the recommendation of my doctor to get started trying again. Of course, that worked too well (not that I'd change having all 3 of them for anything). It used to p**s me off to hear people say, "Just relax and it'll happen", but having my mind in a better place did help me. If only trying to get to that place in my mind hadn't been so stressful...