Hi Janey- sorry you're feeling not great. The progesterone in Elleste is one of the more androgenic ones and is derived from testosterone. Can have side effects such as low mood but this can happen with any progesterone if you're sensitive. The Utrogestan is body identical but can still have side effects including low mood. You could try switching and give it some time but it's not a magic bullet. Firstly, if you decide to switch and take the Utrogestan on a continuous basis, it's 100mcg daily, not 4 x weekly. Some ladies on here do take less but this should only be done under medical supervision and with back up endometrial scanning.
Or you could try it on a cyclical basis. Would mean having a withdrawal bleed each month though. Also, bear in mind that it's a bit unstable in the body so you might get breakthrough bleeding at various points x