Yes definitely Tempest - menopause is like quitting heroin (coping with the loss of hormone profile) and quitting HRT is also the same. When my periods stopped, I was hit with a sledgehammer, as if a switch had been flicked and I've never been the same again - exactly like a withdrawal. My body doesn't really like HRT estrogen, it still craves the natural production and knows the difference - it reluctantly accepts it. I have dark circles under my eyes and every day look severely hung over, so I really look the part too.
Guess we have to keep on trying different HRTs, it is so tiresome though - there is a phrase used on here - to find 'the Least Bad option'. For me it's the low dose patch (as I'm highly progesterone intolerant) as it's more consistent and helps somewhat in managing the hideous migraine.
For some, the loss of estrogen affects the neurotransmitters and nervous system severely.
Off topic - a friend who is aged 79 believes her body still attempts to run a monthly cycle - maybe this is true, the body never gives it up.
Hope you find a way forward, trial and error all the way.