Cyclogest is the brand name of a medicine called progesterone. Normally its use during pregnancy is neither indicated nor permitted.
The use of Cyclogest is only indicated if there is proven deficiency of progesterone or in cases of recurrent miscarriages or infertility due to inadequate luteal phase.
You have mentioned that you suffered two miscarriages in the past but not the reasons for such events. There can be many reasons for miscarriage. Inadequate luteal phase is one of them. Unless the reasons for previous miscarriages are known, it is very difficult to decide whether or not progesterone is needed.