The preface to what I’m about to say is that if your GP says you need iron, take it.
There have been links established - depending on whom you choose to believe - between excess iron and inflammation in the brain. The upshot is that I wouldn’t take iron supplements unless I needed to for general health, but time may well prove the iron = inflammation theory wrong, as so often seems to happen when new theories about MS come out, sigh.
Meantime, for fatigue, I’d try sticking to a very healthy diet, if possible having a food intolerance test (eating things to which you’re intolerant can really add to the fatigue burden - gluten and dairy are common culprits), follow a regular exercise regime (some, not mega amounts!) and sleep well.
Have you read Jo Johnson’s “Shrinking the Monster”? Step 6 of this offers some brief but useful comment.
I’m not convinced that link will work! Type shrinking into the search box, top right of this page, and you should get there.
Good luck in tackling it.