I tried utrogestan, Evorel conti patches, cyclogest and mirena coil (not in that order) my mood crashed on all of them, time frames were different and conti patches were the least bad, but still too bad to want in your life. It made me feel worse overall even though some physical symptoms improved.
I tried a progesterone cream off the internet, biovea, it was nice, which led me to believe it wasn't working, lol. It didn't even induce a bleed and I bleed with everything. Not strong enough was my conclusion. I could have used more, but it's expensive.
For women who are intolerant to progestins, the NHS prescribes tibolone as HRT.
It's fallen slightly out of favour with the recent move towards transdermal HRT. Tibolone's in a pill form, but I consider that an advantage as well.
The other problem is that all HRT preparations say they are only for post menopausal women. Some are used so commonly for peri women it's almost an official use now, but tibolone is used less frequently to start with, so if you've not had your period free year yet it's an extra fight to get it. I first got it age 52.
The most noticeable effect to start with is increased energy, followed by an improvement in my confidence, anxiety goes away.
It does less for flushes & night sweats, but that bothers me less. I've severe and sudden sweats day and night without HRT, tibolone reduces them a bit so it's more manageable.
It sounds like it might be a good fit for you with chronic fatigue and mental health as your main menopause challenges.
After a few months on tibolone I didn't need fluoxetine any more. First time I took it that was, then they got scared about my bleeding and took me off tibolone, so back on fluoxetine. Now I'm on both again, it takes 2 or 3 months for tibolone to work fully, then I'll try going without ADs again.