I think the only way to know is to try different approaches and see what suits you best as long as it's protecting your lining.
At least you know you can cope with 200mg oral cyclically.
Vaginal is said to cause less side effects but the benefits on sleep are less, as these are largely mediated through oral metabolites.
Are you on any testosterone? This can also help with the mood symptoms you describe, and anecdotally allows some progesterone intolerant women to tolerate it better.