I'm so sorry you're going thru a loss
it's totally possible to get pg before having an AF, I did!
Geesh she sounds like a real winner! And no it doesn't up your chances to have a miscarriage, but if there's not a thick enough lining the new embryo won't be able to attach well which is usually why they say it's good to wait at least one cycle to give your body time to heal... however a study that I found said it's not conclusive that you have to wait 1 or 3 cycles. I guess it just depends on what happened in your miscarriage that can make reasons why it's better to wait.
I'm sorry about your expierence, just hang in there and get a second opinion from another OB/GYN. That's what I had to do however it was too late for my 2nd little bean because my dumb doctor made me miscarry. We trust dr's with so much and they make mistakes too... so don't hesitate to get a 2nd opinion!!!!