Since you have a good and established relationship with your GI and he is in a practice with hepatologists that he can confer with, I think it's fine to stay with him. He seems to know what he's doing if he didn't hesitate to check your AMA when there was a slight increase in your ALT & ALP and then ordered a biopsy without further hesitation. I hear it a lot that people's docs refuse to order a biopsy and just want to watch LFT levels for a while...that's when I stress the importance of having a hepatologist. If you ever feel like he isn't taking your liver issues seriously or ordering tests quickly, ask to see a hepatologist.
I would definitely ask about immunosuppressants. I have found online that there isn't any truly conclusive evidence that they help with PBC but one paper I read said CellCept (mycophenolate mofetil) may work in conjunction with Urso.