Oh no, poor you. I know exactly how you feel re being despondent about it not working for you as it seems to be "the" regime that people finally settle on. Personally, I hated it and it hated me! I'm progesterone intolerant myself.
Firstly yes it is early days, the guidelines do suggest to try something for 3 months to make sure you've given it a good try. It feels pretty hard to do that when you are feeling so low and rough I know. StellaJane is right, there are a lot more options to try yet before giving up completely. Could you put up with a cycle, even maybe a longer cycle than 14 out of 28 days? There's a few ladies doing this and feeling more able to cope with it. If not, maybe something like Femiston Conti, this is the only progesterone I could/can tolerate.
Sending you a massive hug, please go and have a chat with your GP xx