I've run into this too. It's worth noting that there are a few different types of vitamin D.

ergocalciferol

               - vitamin d2 derived from plants

cholecalciferol

               - vitamin d3 from sunlight

               - vitamin d3 derived from lanolin washed from lambs wool

               - vitamin d3 derived from lichen

I've tried a few different types, many don't seem to make me feel any different. Liquid vitamin d3 [0] seems to work well at doses above 5k IU.

[0] https://www.amazon.com/Designs-Health-Emulsi-D3-Emulsified-V...