Hi girl4papa,
I'm sorry to hear about your loss. We seem to be hearing more and more reports like this, although it is rare in your ethnicity.
Testing protocols do not necessarily find all alpha carriers at birth and ethnicity is a determining factor in whether to look for alpha. Because you and your husband both have to carry a two gene deletion on one chromosome, if any of your children inherit it, they will also inherit it as two gene deletions on that chromosome and when both sets are inherited, fetalis hydrops will occur as did with this recent pregnancy. Your doctor may be able to tell you more about the local testing and whether or not it rules out 100% that other children are not carrier. Because alpha is so difficult to identify, it is generally recommended to test of all the family to find who are carriers. DNA testing may be necessary. As you have experienced, it is not something to ignore, as some members of your family are doing. I know of no religious beliefs that would reject testing for thalassemia and it is routinely done and is even a requirement before marriage in some countries with very conservative religions.
You are right about the odds, but odds are meaningless in a specific situations, as families with 3 thal majors can attest. You are also following the correct procedure to get the genotype (DNA) test. It is essential and will not only help your family, but will also further the collection of data about those who do not fall into the ethnic groups normally affected by alpha thal. Testing can also rule out a rarer 3 gene affected condition that also leads to stillbirth, so it is very important to identify the specific deletions or mutations present in both parents.