Babibell, I'm really sorry to hear about your migraines, I'm a fellow sufferer so I sympathise.
You say you have always had migraines, do you know if they are hormone related? Were they usually before a period pre menopause?
Generally speaking, migraine with aura is due to oestrogen spikes whereas migraine without aura is due to progesterone intolerance and/or progesterone withdrawal. Either way, hormonal migraines are due to unstable hormones so it is always best to aim for a stable, continuous form of HRT if possible.
How do you find Utrogestan? Has it made your migraines worse? Sometimes migraineurs do better with a Mirena or Jaydess coil.
I started getting silent migraines (migraine aura without headache) when I reached menopause. My migraines are caused by oestrogen spikes due to lack of my own produced progesterone which was protecting me from migraines during my reproductive years. Progesterone goes west early on in the menopause process which is when I hit the buffers. Unfortunately Utrogestan just caused more hormone instability in my case and the Mirena coil is synthetic and didn't help in my particular (and unusual) case.
It's important to establish your migraine trigger before deciding on the best form of HRT. Have you ever tried having a spell on oestrogen only to see if the migraines decrease?