Hello @lorcansc and welcome to Connect.
It doesn't sound surprising to have a poor response to BCG when it is considered a form of immunotherapy and your immune system is compromised by medication. My husband was also a BCG failure but with a normal immune system. After chemotherapy and an unsuccessful trial on Keytruda, another immunotherapy, he elected to have a radical cystectomy/prostatectomy with neobladder and has been clear of cancer for 3 years. He was tired of having the TURBT procedure repeatedly when a new tumor would show up. Some people go for years just having superficial bladder tumors removed as they show themselves. Are you having medical care where you had your lung transplant and is it a large referral center? It sounds like perhaps another opinion might be helpful. Obviously yours is a very unique case.