I wouldn't stop the shots, if shots are all you can use. It's my understanding (am not a doctor) that the progesterone suppositories are another way to get progesterone into your body, not just limited to use by people with a short cervix. When I did IVF the first few times, the doc gave me progesterone shots and suppositories, and it had nothing to do with the length of my cervix. Anyway, don't stop at 31 weeks, babies are exponentially better off the longer they cook, including protection from SIDS after they are born. Good luck.
In my situation the shots are whats recommened being that I have had three other preterm births. Suppositories are obly used if you have a short cervix. Which I dont. Im all three births my water broke early so they not to sure why I have babies early they just want me to at least let this one cook till im 37 weeks and considered full term
Why not ask if you can use progesterone suppositories instead? You put them in vaginally, and they keep your progesterone levels up. Messy, but worth it.