Reason for failure of IUI are multiple. First only one of two tubes is open, which itself reduces chance of pregnancy by half. Second count during IUI of 4 million has very low pregnancy rate
. Third, even if everything is fine, IUI doesn't give you pregnancy rate more than 25%.
Regarding further treatment, if count improves, you can try superovulation
with injections & IUI. If count doesn't improve, IVF is best option.
Wish you good luck.