i am on the short protocol, i take Utrogestan 100 mg vaginally for 7 days a month. I couldn't face taking it one day longer! The side effects are pretty bad. Like you, I feel fluy, achy, groggy, bloated, constipated, depressed...it's basically like a severe PMS.
I have been on this protocol for over 6 months and it doesn't get easier, unfortunately.
I try to take it easy during that week, don't schedule important appointments, look after myself as if i had a cold. I can only muster enough energy for some gentle yoga. I read a lot, go to bed early, can't drink alcohol because i would immediately get a headache.
Unfortunately other types of HRT that contain synthetic progesterone have an even worse impact on my health and well being. When i was on Angeliq, my skin broke out, i am not talking about the odd pimple, but huge cysts on my chin and jaw that lasted for weeks and required a cortisone injection! Angeliq didn't provide any relief to insomnia.
At least with Utrogestan i can sleep and my skin doesn't look too bad, just one or two small pimples every month and they disappear as soon as i stop the Utro.