IUI's are pretty cheap, usually around $500 but that all depends on the RE. I would probably see an RE just to see how they could help you. Maybe it is something as simple as needing Clomid or using HCG as a trigger shot to help you time things. Even if you used a small amount of injections to help with ovulation it wouldn't be that expensive and may save you lots of heartache. Nobody will force you to do IVF or an IUI if you see an RE but since you have been trying for so long I think it would be beneficial for you to see one.
Beyond the blocked tubes, yes it is most likely an autoimmune issue. I have several of them. LOL!
My insurance doesn't cover a dime of infertility stuff either so I feel you on that one. It is so hard going through this spending outrageous amounts of money! Most insurance covers diagnostic testing so unless they give you a reason for your infertility most of the tests will be covered. Obviously it depends on your insurance but it is something you may want to look into. It will either be worth it and save you lots of heartache trying month after month after month or it won't tell you much and you could be right back to where you started. I totally understand not knowing what to do and I feel for you in that area.
Thanks for the encouragement! We are very excited and I hope that you will get that BFP soon!!