I experienced weight issues from early peri and found exercise (hydrotherapy, walking & yoga), smaller portions and some supplements helped me lose some of the weight. In particular, I found using a prebiotic collagen protein powder really made a difference to my hair, skin and nails, as well as improving my digestive system, which has given me more control over my weight.
I do remember seeing someone post about losing weight after stopping HRT but for you I would not advise this at your age, I stopped mine for 2 days and everything became worse plus new symptoms. 2 pumps of oestrogen is quite a low dose so maybe consider increasing it.
I can't really comment on the Utrogestan being a problem, I love it, without it I have insomnia and increased anxiety. I take it continuously like you, as my uterus was removed about 5 years ago, taking it cyclically didn't work for me. As far as I understand progesterone is meant to have a calming effect on the body but I know a lot of people don't get this effect.