Nikkipearl,
I am sorry for your loss. Yes, you are on the right track with Prenatal Vitamins, Vitamin D, Folic Acid and Vitamin E. I would also suggest that you see a hematologist before and during your next pregnancy - ideally one that is knowledgeable about thalassemia.
Wishing you good luck getting pregnant, having a healthy pregnancy and delivery.
Best,
Sharmin