A few months ago, Peta Murgatroyd collapsed after testing positive for COVID-19, and was transported to the hospital via ambulance. Her husband, fellow Dancing With The Stars pro Maks Chmerkovskiy, was stuck in Ukraine during the beginning of the Russian invasion. Heartbreakingly, she learned she had been pregnant and miscarried the baby.

"I had no strength. I couldn't open a dishwasher. I couldn't open the fridge to feed Shai, to get him some toast," Murgatroyd, mom to 5-year-old Shai, tells PEOPLE. "It got so bad that my breath was starting to be affected. It was really dramatic."

When she got to the hospital, she called Chmerkovskiy—though he was thousands of miles away—and they spoke with the doctor together.

The doctor asked her if she knew she was pregnant, and then told her the unfortunate news that she had miscarried. Murgatroyd said she had been bleeding two days prior, but assumed it was her period.

"I ultimately had no idea [I was pregnant], which in hindsight was better for my recovery because I didn't have that super joyous moment of, 'I'm pregnant again!' " she says. "I just had the moment of, 'You lost it.'

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Murgatroyd has suffered two miscarriages before, though she knew she was pregnant each time. Before her most recent pregnancy loss, she had flown out to Ukraine when she was ovulating in hopes of conceiving a baby. She contracted COVID during her trip, and was home alone with Shai when she collapsed.

"I felt like I was dying, but then I obviously knew what had happened," she says. "It was just all too much for my body and I couldn't do it. I couldn't believe that this was happening to me."

During the beginning of the Ukraine conflict, Chmerkovskiy had been briefly arrested as Murgatroyd and their son were left at home without answers on where he was or if he'd be able to come home safely. Enduring that kind of emotional stress while sick and also miscarrying is just devastating to think about.

Her first miscarriage occurred in the fall of 2020, when she walked into a Whole Foods and began bleeding.

"I was sitting in the bathroom sobbing. I'm surprised nobody walked in because I was crying so heavily and wailing, one of those deep cries," Murgatroyd says. "That was something that will probably live with me for the rest of my life, being on that toilet by myself, knowing what was happening and not being able to stop it."

After suffering so many emotional losses, she and Maks decided to begin working with fertility specialists. She was even diagnosed with Polycystic Ovarian Syndrome—a hormonal imbalance and insulin-resistant condition that can cause ovulation problem—and has since begun in vitro fertilization.

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"For the first time in nearly two years, I feel excited," says Murgatroyd, who doctors believe has Polycystic Ovary Syndrome, a hormonal imbalance that can cause ovulation issues, leading to infertility. "I'm in a much happier place. I got answers."

For his part, Maks has been right there with his wife throughout the ups and downs of their journey, and hopes their openness about miscarriage and infertility helps other couples feel less alone.

"I try to do my best in supporting Peta. I'm a changed man because of this experience," he adds. "I think that if you look around, you will find that most of your friends have had issues [trying to conceive]. I realized that this is more common and this is not being talked about."