Frannie, sorry to hear about your breast lump but they are very, very common during menopause. I didn't know about mine, it came up on the routine ultrasound I always have immediately after a mammogram. Mine was a water filled cyst and I can't feel it. The breast specialist said cysts come and go all the time and loads of women have breast cysts for years but are completely unaware of them - most cysts only show up on ultrasound.
Moving to HRT, it sounds like you are yet another person who is badly affected by synthetic progesterone which causes migraine in a lot of women. I had exactly the same experience as you when I had a Mirena coil (which contains synthetic progesterone) once my own oestrogen levels were low. I have silent migraines which consist of (sometimes) a blind spot following by zig zaggy schimmering patterns - aka scintilating scotoma - which lasts for about 25 minutes. However, I do not get a headache afterwards hence the name 'silent migraine'. Cutting a very long story short, my migraines are caused by all types of artificial progesterone used in HRT preparations, nothing else. I didn't get on well with synthetic progesterone in the past but it only caused migraines once my oestrogen levels dropped very low. This could be the case for you too.
Please don't rush to give up on HRT. Your doctor prescribed a completely outdated form of HRT which is heavily laden with synthetic progesterone and the wrong type of oestrogen (horse urine). There are far better forms of HRT available now which will not damage your breasts.
If you are progesterone intolerant, the key to success is to keep the progesterone dose as low as possible. I use Oestrogel, an oestrogen gel you rub on your skin and Utrogestan, a non-synthetic progesterone capsule best used vaginally for fewer side effects. You might want to look into this regime and check out Professor Studd's website, he talks about breast issues and HRT.
It sounds like we have had exactly the same experience re breast and migraine! I do hope I have reassured you.