"Total 25 OH vitamin D 21.9 (<25 deficient) - D3 - 800 units"
Oh wow! Never in the reign of pig's pudding will 800iu D3 daily raise your level. 800iu daily is not even a normal maintenance dose for someone with a reasonable level. You need a loading dose for a few weeks, followed by a maintenance dose.
Read cks.nice.org.uk/vitamin-d-d... which is the general treatment for Vit D deficiency and insufficiency, your local area will have it's own similar guidelines which you can search for on Google.
For deficiency it says:
"For the treatment of vitamin D deficiency, the recommended treatment is based on fixed loading doses of vitamin D (up to a total of about 300,000 international units [IU]) given either as weekly or daily split doses, followed by lifelong maintenance treatment of about 800 IU a day. Higher doses of up to 2000 IU a day, occasionally up to 4000 IU a day, may be used for certain groups of people, for example those with malabsorption disorders.
Several treatment regimens are available, including 50,000 IU once a week for 6 weeks (300,000 IU in total), 20,000 IU twice a week for 7 weeks (280,000 IU in total), or 4000 IU daily for 10 weeks (280,000 IU in total).
For the treatment of vitamin D insufficiency, maintenance doses should be started without the use of loading doses."
So you are being treated for insufficiency rather than deficiency, deficiency being less than 25 or 30.
You can either go back to your GP with your area's guidelines and ask to be treated correctly, or you can do it yourself by buying your own softgels. Suggestions can be given for dosing if you want to do it yourself.
What your GP won't tell you, because they aren't taught nutrition, is that when taking D3 there are important cofactors needed vitamindcouncil.org/about-v...
D3 aids absorption of calcium from food and K2-MK7 directs the calcium to bones and teeth where it is needed and away from arteries and soft tissues where it can be deposited and cause problems. D3 and K2 are fat soluble so should be taken with the fattiest meal of the day, D3 four hours away from thyroid meds.
Magnesium comes in different forms, check here to see which would suit you best and as it's calming it's best taken in the evening, four hours away from thyroid meds naturalnews.com/046401_magn...
Ferrous fumerate three times daily is pretty standard for low ferritin. Was a complete iron panel carried out to see if you have iron deficiency anaemia? I don't know how treatment would differ.
Take iron tablets with 1000mg Vit C to aid absorption and help prevent constipation, and take iron four hours away from thyroid meds and two hours away from any supplements and medication as it affects their absorption.
B12 - did you have 6 injections over 3 weeks to start before going on to 3 monthly injections? Best place for advice on Pernicious Anaemia is the Pernicious Anaemia Society forum here on Health Unlocked