sarlam27, first of all, don't worry. At lot of menopause specialists like women to take oestrogen only HRT for a few months to get plenty of oestrogen into their system. My gynaecologist likes women to have a very long cycle but I can't manage it due to high levels of oestrogen.
Secondly, you have been taking some progesterone which will have acted at thinning/shedding the lining and I bet you have taken more progesterone than me over the past year - I am supervision and on a very low dose due to severe intolerance.
Bleeding alone is not a sign of something serious if you are using HRT and from what I have read on here, it is quite normal and lots of women experience it while they are trying to find the right HRT regime and oestrogen/progesterone ratio. The fact that you didn't take any progesterone while bleeding doesn't matter either because that would be normal anyway if you were on a cyclical regime. Are you supposed on be on a continuous combined (no bleed) regime? Does this doctor who scared you know the precise details of your HRT regime? He might be assuming you are not taking any HRT and wondering why you are bleeding.
The scan will be very useful and you will be able to gauge how much progesterone you need to take in the future. Make sure you ask lots of questions and get a lining measurement too.
I know it's easy to say but I don't think you have anything to worry about, it is all routine stuff. Please let us know how you get on.