Firstly, let me say that I empathize with how frustrating your situation is. I work with women with a variety of gynecological issues and persistent bleeding is often one of the most difficult to deal with.
Now, with you history of cysts, and the presence of one on u/s, I question the usefulness of putting you on BCPs. They will only mask the symptoms, not treat the problem.
I would suggest that you make an appointment with another doctor for a second opinion and ask about three things: the possibility of a luteinizd unruptured follicle; a full thyroid panel (not just TSH, but T3, T4, and T2 as well); and the possibility of endometrial polyps and/or fibroids.
In most cases of unusual bleeding, there is an organic cause -- it is not just hormonal, though it can be.
As far as feeling less tired, increasing iron through diet is going to be much more effective than taking iron supplements. You have received a good list of foods for that in another post. Also, drinking nettles and red raspberry leaf tea will help to nourish your body and tone your uterus.
Finally, feel free to email me directly if you have other questions or need a referral for a second opinion.