If I were you I would change OB ASAP. The fact that you have done so many cycles on clomid is not worrying (you are allowed to do up to 12 cycles but after 3 it tends to works less with every cycle) but the fact that ur lining is thinning out is showing you that your body is not taking to clomid as much as it should. With such a thin lining your chances of miscarrying increase a lot
Also, you should NEVER take clomid and not be monitored. With injectibles (Gonal F, etc) you cannot do a cycle unmonitored for sure as you need to be checked from around cd7 (at least over here that's how it works) as you do not want to hyperstimulate.
Good luck on finding another OB. If I were you though I would skip a cycle or two to allow your lining to take a break. After two cycles mine went back to its normal thickness. It's not easy to decide to skip cycles but sometimes it's better to wait than be sorry.