I'm not 100% sure about the sport thing but I would have thought that so long as you are eating a balanced diet and aren't underweight that it should be fine, they say that you can continue most sport during the first trimester as baby is well protected and lots of women continue sports right throughout pregnancy. Paula Radcliffe was still running 5k a day whilst pregnant.
It's horrible that you went through so much with your first m/c most docs are a lot quicker to get you a d&c than what you experienced so that is upsetting that they didn't care for you better. It is good that is wasn't molar though. 2 m/c in a row is horrible but not necessarily an indication of a problem. After my m/c my doc told me that only 40% of babies that implant make it, just most come away before your period so women don't know they were ever pregnant (unless they test mega early).
There isn't really much that you can do to stop a m/c unless there is an underlying medical condition but as far as i'm aware most specialists won't start investigating until you have had 3 m/c. There is a condition where taking low dose aspirin can help but I wouldn't go that route unless medically advised as too much aspirin can cause m/c.
Caffeine can have an affect on fertility so is best for both you and your DH to cut down or cut it out and there was also a recent study that linked caffeine to m/c as well but it was a bit sketchy in my opinion.
and finally after all that rambling some hugs cos I know how horrible it is to m/c