We had the same issue. And we eat a lot of fish and "milk" with Vit D added. So we tried several capsules - pills. NO help. Then of all people a chiropractor recommended liquid D3. First thing in the AM, chug a big glass of water with 5 drops. Man let me tell you - for the last 2 years, the winter BLAHS have been long gone. The only issue is if you do it late in the day, it can cause sleep issues in some folks.
There are several brands and concentrations out there. Most places have them. We get it at Pharmaca. We just for whatever reason didn't get any or much from pills. Maybe they dissolve to late, or just get through the body too fast.