I have osteopenia and I take HRT. I also exercise a lot, I eat healthily with minimal sugar, I also take calcium supplements and I eat dairy. Currently I've lost about 13kg and I plan on losing another 7kg.
Despite all of that my bone density was continuing to thin. In my experience if you have a genetic predisposition then you can't just assume that doing all the recommended things will help. When I expressed disappointment that being on HRT hadn't helped, my doctor said that it might have been worse without it but it's not a cure-all for some women.
I used to be on Fosamax (alendronic acid) some years ago, but was talked into coming off it by a naturopath. It was after coming off it that my density worsened. I've now been back on it for not quite 3 years and it has improved considerably. If my density improves enough I may not need to stay on it all the time. It could be a case of taking it for a couple of years and then stopping it for a while and then taking it for a while again. This has to be discussed with my doctor next week.
If you have already had fractures Sarai I don't understand why you won't consider medication. The supposed side effects are exaggerated and mainly are only based on people who take large doses daily. With osteopenia usually it's only one tablet a week, although if you've had fractures I don't know what your dose would be.
Don't mess around with osteopenia or osteoporosis. It honestly scares me more than breast cancer because that has a pretty good survival rate these days. Break a hip as an older person and your life expectancy is about 2-3 years.
My father found out he had osteoporosis after he broke a hip and that's exactly how long he lived for afterwards and it wasn't a pleasant 2-3 years.