I think something got mixed up here.
A higher ISO (like 2000) will occur as it get darker and will lead to more noise in the photo. A low ISO (like 125) works in good light, and will produce practically no noise.
It sounds like the ISO was changing on you (which will happen when in a semi-automatic mode like Shutter Priority) but you said it looked worse at ISO 125 than it did at ISO 2000? That's the opposite of what should happen. Are you certain the other settings were the same?
And again, posting the problematic photos AND the settings used with each one is the only way we can really help. I believe there is an FAQ section or a sticky post that explains how to post photos.