Hi Clouston22, welcome to the forum. Sorry to hear about your Mum's illness and also about your horrible menopause symptoms. There are many friendly women here who will want to help. Nothing wrong in posting on this thread, but you might get more replies if you start up a new thread in the New Members section.
In answer to your question about the burning legs - I get an intermittent, mild burning sensation in legs & feet but also arms, have had it on & off from the start of perimenopause (with & without HRT) & I'm now well post-meno. For me, it feels as though the skin has been scrubbed with a scouring pad & I sometimes feel a bit nauseous with it. I googled it a few years ago and found it might be a variant of what's called formication, usually described as a sensation that insects are crawling under the skin. However, if you have a look at Wickipedia, formication can apparently include ****ing & burning sensations.
Formication is a symptom of menopause, but you can get burning in limbs as a result of other conditions. Has your thyroid function been checked, also Vit B12 status & blood sugar?
Get the impression both you & your GP think it might be an adverse reaction to the Elleste & as you get some relief from antihistamines, this does seem possible, but I can understand why you're reluctant to switch to another type of HRT. I'm not sure whether formication is a likely explanation in your case, but thought you might want to Google it to see what you think yourself. Good luck with the HRT, whatever you decide to do - the right one can absolutely transform life, but it can take a bit of trial & error to get there.