Your side effects with BCG are typical. And they do increase with continuing administration. Your body is reacting to the stimulus to the immune system, and this is what you WANT to happen. I remember that the bleeding/cramping for a day after were much like periods used to be. The fatigue will disappear, but it does take a few weeks. These side effects are nothing near what you might experience if you needed traditional systemic chemotherapy.
BCG is usually used for low grade bladder cancer if it returns after the tumors have been removed. A "failure" of BCG is if the cancer returns. Yes, the 3-month check-ups are critical to catch any return as early as possible, but if it does keep returning something else needs to be done. This indicates that the situation is very unstable and it can "go south" or turn high grade or invasive.
If the cancer returns yet again you need to have a frank discussion with your urologist as to what your options might be.
Sara Anne