Peterspots - I am so sorry you are having such a rough ride at the moment but things will improve.
I am no expert but I don't think your aches and pains are a side effect of hrt I think it may just be pure coincidence that they have started at the same time.
Aches and pains are definitely a symptom of menopause. I have sore feet, calves thighs, arms and fingers which all got significantly worse when I came off hrt. These sore muscles came on before hrt and whilst I didn't actually recognise any improvement when I started hrt I certainly noticed the difference when I stopped so that was how I knew it was oestrogen related !
You must try not to chop and change from one hrt to another unless your doctor advises . It takes a good 3 months for the hrt to be fully effective and if you swap to another too early you may be swapping from a good one that your gp thinks would suit you to one not so good.
Do you excercise at all ? Walking gently is supposed to be good and I try and go for a stroll up the lane if I can, the weather is good at the moment - I think it helps my mood
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You may well find that when you start taking the progesterone things will improve or be different again. Persevere if you possibly can and give it time to settle.
Hope today is ok for you
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Pollie