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Duphaston is usually given during early pregnancy and advised to continue during first trimester to avoid miscarriage. If there is risk detected, you should continue taking the medication prescribed. Continue to take it until you complete 16 weeks gestation. Get anomaly scan done after 16 weeks (usually done between 16-20 weeks gestation), to rule out anomalies or defects. If you are worried, you can consider taking second opinion from another gynecologist.
Take care.