Tiddles - Things may well settle for you as the body will still be adjusting to the HRT over the next few months. Conti versions of HRT can sometimes be more problematic in terms of headaches, low mood, erratic bleeding etc. so I wouldn't be too keen to believe the conti will be better. You can only move to a conti version of HRT is you have been, at least, one year free from natural periods or over 54.
What HRT are you taking? If is it Elleste, then I'd perhaps consider moving to Femoston. DG x