How much iron are you taking? Is it possible it's not enough? I became anemic after birth (for no obvious reason). My HB was 9, though it was probably lower than that at some point (on the finger prick test, which isn't especially accurate, it was a 6! which meant they recommended an immediate transfusion, that I declined).
Anyway, it's possible if the iron amounts you're taking aren't high enough, it's not doing all it could be. I was taking 200mg twice (maybe three times?) a day, plus using Spatone and taking 500mg of vitamin C at every meal. You might try doing this as well, adding in other iron sources (like Spatone and/or Floradix or Floravital liquid) in addition to the tablets, moving to a higher dose of iron if your dose is pretty low, and also taking vitamic C at every meal (it helps you absorb iron from your food). It's also possible to get something called Pernicious Anemia, which is related to a malabsorption of vitamin B12, but you're also taking B12 and I don't think it's usually related to pregnancy, so probably something you would have noticed before now.
Also, it just takes time for it to improve. I felt well enough to not pass out every time I stood up within a few days, but wasn't 100% for a few weeks. It could be you just need more time to increase your levels, especially if you're still on a low dose of iron and could use more. Personally, I would suffer through any misery now if you have to to get your levels up before birth. I felt horrible when I was anemic and it was difficult to take care of a new baby when I would pass out every time I tried to go to the loo. It also caused be a lot of issues with milk supply because my body just wasn't working right.