I'm still on sequi and am progesterone intolerant (high anxiety) and unfortunately for the first few months of my Estrogel/Utrogetan routine I took very seriously the warnings I'd read here and there about not taking St John's Wort or Agnus Castus when taking HRT. Depression and anxiety skyrocketed, I first reintegrated SJW which kept depression under control and then agnus castus which makes my PMS-y Utrogestan week far more bearable.
Borage/Evening primrose did nothing for me but are helpful for many. Otherwise the usual suspects for mood (among many other things) are B vitamins and magnesium which I would take anyway regardless of HRT regime.
Plus exercise and meditation really do help.