I was told by one GP that I had to have the Mirena in order to have HRT because I have a history of mild endo. It was all she knew to recommend to stop endo recurrence. At the moment I am totally fine on HRT without Mirena, just with the desogestrel POP added in.... I didn't want the Mirena unless it was absolutely the last option and I'd tried everything else.
You could try what I'm doing, which is HRT plus the POP. It's officially bestowed approval by the powers that be and lots of women are on the POP as contraception alongside HRT during peri-menopause.
Desogestrel has actually been trialled as the progesterone component of HRT in one study, where they gave women double the POP dose - it kept the uterine lining thin and was effective but the study was too small to use as recommendations officially. But it does show that it is functioning as a progesterone for HRT purposes and so adding it in with your HRT progesterone could help stop bleeding... (I used to just buy mine online from online pharmacies rather than go through my GP, by the way.)
Otherwise, with the Mirena, whilst there are horror stories it does seem to be a Marmite thing - women either absolutely love it and rave about it and wish they'd tried it sooner and not been scared or they have issues of some degree or other. The vast majority seem to end up really happy with it.