Hi marf
If you had a headache shortly after changing to a different HRT and you went from the combi part of Climagest (oestrogen and progestogen), to the oestrogen part of Femoston - and then had a bleed then it was normal pmt probably due to this, or else due to your own cycle coming into play.
Hopefully any symptoms will settle - but of course you hsould exspect "normal" pmt if you are on cyclical HRT. The important thing is, if the HRT is doing its job, that you should feel better overall for most of the time, than you did before.
Hurdity x