Donna, you and I have talked before by PMs and had similar experiences re break through. I can read that you are very concerned about the effect stopping all hormonal treatment could have on your mental health. Could your docs give you some 'emergency' meds to safe guard if necessary? Sorry, I have no experience of this so can't be specific.
When I had to stop the HRT it was a sudden stop and it took some while to leave my system. The chaos with the migs never really fully corrected itself. I would imagine any effect from the cessation would happen gradually and not overnight. If you are still having break throughs, it could well be that your peri isn't over, though the hormonal upheaval after meno can go on for a few years after the last menstrual period.
As I said before, it's far better that your specialist is being cautious, too many rush in gung-ho without proper investigation. Write everything down before your meeting, it's far too easy to get side tracked. Pull out your notebook and ask all your questions and voice your concerns and worry about your mental health. If they have a plan to stop the HRT then they should also have a plan to manage your mental health should it need it.
I really wish you well x