Hello klt. I totally understand how overwhelming this is. I personally would try something else before the Mirena. The reason is, you said you felt unwell on another progesterone. It can take time to find the right progesterone and if you try the Mirena and it makes you feel bad it is not so easy to remove it. This is what I would do personally and I am sure others will have different ideas.
With the vaginal dryness and bladder pressure, this is likely to be vaginal atrophy. This can be treated with a cream or pessary or even both. You may like to start with Ovestin cream and see how it goes. Many women use both Ovestin and Vagifem. I would also buy a vaginal moisturiser. I like Yes but Sylk is another option too. The nurse will likely tell you to use VA treatment daily for 2 weeks and then drop it to twice a week. I ignore this and use daily as it can be so hard to get the symptoms under control. There is a thread on here called 'the burning club' which is were members often discuss VA and you can find tips on there.
Your symptoms are classic for menopause and should hopefully be sorted out once you get the right HRT.