Hi Kai
Depending when you stopped the POP, some of those symptoms may well be classic progesterone withdrawal as your body undergoes changes. Progesterone withdrawal is part of classic pms so headaches etc are quite normal. Hopefully this will ease soon. As per sheila I would just change one thing at a time though if you have been on 3 pumps for a while then this has already changed?
If you are not yet post=menopausal then as your body resumes ovulation, if it does, you may well get bleeding at the "wrong" time ie out of sync with the Utrogestan cycle and this may take a few months to settle down.
Keep us posted as to what happens and do keep a diary of how you feel at the different stages of the HRT cycle and as time goes on.
Hurdity x