Lots of IVF patients wonder what happens to their embryos when their IVF cycle fails. Some treat the failure as a miscarriage because they confuse an embryo with a fetus.
Please remember that an embryo is a microscopic ball of cells. It forms a fetus only after 6 weeks.
If the embryo does not implant, it stops growing, because it is not able to establish a blood supply from the uterine lining.The cells dies, and are silently reabsorbed. Cells die in the body all the time, and the body reabsorbs these quietly and efficiently. There are no external symptoms or signs of the death of an embryo.
Some women get a heavy period after the failed IVF cycle. They see clots and tissue in their menstrual flow, and think that they have aborted a fetus. This is not true. The tissue is simply the uterine lining which is being shed; and the clots form when they blood loss is heavy. You cannot see an early embryo with the naked eye.
Please don't let your mind play games with you. Please also remember that there's nothing anyone can do to "save" the embryo - this is a biological process we cannot control.