The nurse is talking rubbish. You should be on HRT until 50 because you are simply replacing what your body would be producing by itself if you hadn't had early meno. So you are at no greater risk than any other women your age - the only reason for stopping HRT would be if you had another health condition that would be adversely affected by it.
I started at 35 and my GP has advised me staying on the birth control pill until 50, at which point she advises coming off to see what stage I am at and whether, after weighing up symptoms & risks, I want to go onto another form of HRT.
I'd see what your GP says - I've twice had nurses saying that I need to come off the pill & I must see my doctor, and when I've seen the doc, she's been happy to keep writing the prescriptions. So it may just be you have a nurse who is being ultra-cautious or unaware of latest advice.
As for the lump, it needs proper checking out, not just 'oh, you'd better stop HRT'. If it's something that is going to be affected by HRT then it needs dealing with, and if it isn't, you don't need to stop anyway.