Is Novofem a combined pill?
3 weeks is pretty early in terms of things settling. I wouldn't worry about not having a bleed. I am peri (44yo) and on continuous due to endo - it is best for endo folks to have continuous progesterone to keep the endo suppressed. If it's too soon for you to go onto continuous, you'll keep getting breakthrough bleeding. Then you can go onto sequential.
There's nothing to worry about with not bleeding - just like women on the POP don't bleed often. You'll know if things are not right because you'll get bleeding anyways. If you are on continuous and not getting a bleed, it suggests you're getting enough progesterone and you're fine.
In terms of the anxiety at night... welcome to my world
, and that of loads of other women. I really have no idea why doctors and science can't help us to understand more why taking estrogen seems to result in anxiety, insomnia and anxiety-at-night - but it seems to be sooo common. You could try just 2 pumps of the Oestrogel rather than 3 - since less estrogen will reduce that some. You could also look up my other recent posts, and look into histamine intolerance - as it seems that increasing estrogen also increases histamine.