My goodness that is a lot of stress for a family and a wee one! I am sorry that I can't answer your question from the perspective of a baby! I did however just want to answer with what I can tell you so you know people are reading and hopefully the parents with kids will answer with better info.
I am an adult and I had a bone marrow biopsy about 4 months ago and can tell you it really was not as bad at all as I thought it would be in terms of pain etc... It really sounds scary but isn't what it sounds like. It wasn't that painful at all and there are not that many complications that can occur. Now with it being done on a baby i Imagine they will give sedation to make sure your little one holds still etc... So it will be different but I just wanted to share that because I know as a Mom of a little one right now that The biggest things I would worry about is pain and complications. My littlest one just recently had surgery and is waiting for some more and I know that is the biggest things I worry about! I learned the last surgery that it was all a lot harder on me then her!
I hope you will hear advice from parents with miss with ITP! I also hope you have supportive friends and family around! Ths forum is really great and you can learn a lot from people here and they are very supportive!
Sorry your little one is going through this. My son didn't (doesn't) respond to treatment also. When he was 18 months old he had a BMB/BMA he handled it fine. His count was only 6k when they did the procedure but they had no problems. He seemed fine when it was over, never seemed to be sore. Today I don't even notice a scar (his body is never clear so not 100% sure) but if there is one it isn't noticeable.
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