Yes! HRT does not necessarily suppress the natural cycle although very high does of oestrogen can, and also I think the Mirena coil can also suppress ovulation from what I recall I read.
Therefore yes - your natural cycle may well "kick in" sometimes, if you ovulate, and this may not tie in with the progestogen component of your HRT and your subsequent withdrawl bleed so you could bleed twice. This is only a real nuisance if your periods were still coming pretty frequently before starting HRT so that you get out of sync.
You could well have hit menopause Baby! You won't be able to say definitely though but that is a good guide.
Hurdity x