I was on vitamin K for quite a while and it didn't seem to work on me either. The doctors just got to where they didn't worry about it unless I needed surgery. If my counts were low (which they normally were) when I needed surgery, they would give me so many units of Fresh Frozen Plasma (a blood product to thicken the blood).
My "thin" blood was not the reason that I was always coughing up blood.....it was due to the damage (scar tissues, infections, holes, etc.) in my lungs.
I don't really know what to suggest for you because the vitamin K and FFP is all my doctor ever did for me.