Dotty, norethisterone is a very strong form of progesterone and a lot of women struggle with it, myself included in fact I can't go anywhere near it because it gave me 5 silent migraine attacks in one day. You are taking 2mg of oestrogen which should give you some relief even if you don't absorb it terribly well and I think that the norethisterone in the tablet is overly opposing the oestrogen and stopping it from working. I know there are many women who get on well with Ellesse but you are obviously not one of them and I know I wouldn't be either. Even if it isn't the norethisterone, I don't think this regime is going to fly.
I think you've given it a fair trial and you should be able to ask the menopause specialist for Oestrogel and a different form of progesterone, Utrogestan perhaps? My view is that it is far better to have an HRT regime that you have some control over and offers you maximum flexibility.
Can you remind me, did you ever suffer with PMS? Are you generally sensitive to progesterone i.e. the contraceptive pill? Have you ever had a Mirena coil? If you did and it worked well then that is another progesterone option for you to consider.