When embryos fail to implant, they die and disintegrate. All the time, cells die in the human body and can easily be removed by your body’s natural process. Only the endometrium which is formed during that particular IVF cycle is sloughed off, when you get periods after a failed cycle. Since you have taken a lot of hormones, your endometrial lining might be thicker and you might experience heavier menstrual bleeding or clots in that. This doesn’t mean you are having a miscarriage or that the transferred embryo was expelled.