If you didn't get on well with the Mirena coil, then synthetic progesterone is not a good idea for you. I had a Mirena coil too and always had breast pain and relative low mood but once menopausal, I started having silent migraines so I wouldn't have another one either!
If you are progesterone intolerant, continuous combined HRT is something of a challenge. None of the progesterone products used in HRT are anything to write home about and nowhere near as good as the oestrogen products available. They all seem to have side effects and although Utrogestan is closest to the type of progesterone you produce yourself, the end product is not the same and the dose is too high for some women even at 100mg.
Re bleeding, if you take progesterone all the time, it keeps the womb lining permanently thin hence no bleeding but if you use HRT cyclically, the womb lining builds up during the oestrogen only phase and needs to shed so once you stop the progesterone phase, you get a bleed, there is no way around that unfortunately.
This is a difficult one and a problem many women face - progesterone is the achilles heel of all HRT preparations. If you don't get on with any of the progesterone products available, you might want to try using Utrogestan vaginally for a few days each month and see if you can put up with a monthly period. There are fewer side effects when it is used vaginally and you can get away with using less of it because it is localised and works better at lining clearance/thinning but I can't promise you won't have any side effects at all.
I take 100mg Utrogestan vaginally for 7 days but I do have regular uterine scans to make sure everything is OK. This could be an option for you to run past your doctor? I don't have a choice, it's either that or a hysterectomy for me.