I am taking the same as you PollyH although I have a longer cycle - I am well post-meno so choose to have a 6-8 week cycle.
Re the bleeding - it depends on your cycle. If you are still peri-menopausal, which I presume you are, then your own cycle could break through and cause bleeding at the "wrong" time.
I'm a bit confused by your post - because using it orally is the usual ( and licensed) way to take Utrogestan, so you shouldn't need to consult a gynaecologist to take it this way. It is sometimes recommended to take it vaginally if you experience side effects from oral use. In your case you may well feel worse if you take it orally though, if you are getting side effects from vaginal use.
Most private gyanes and meno-specialists would generally prescribe a lower amount vaginally than orally (from what I've read on here and meno friends have told me) - because more is getting to where it is needed ie the uterus. Therefore it could be too high for you to use 200 mg vaginally for 12 days monthly. Also the dose is more consistent from vaginal use, because it doesn't have to go through the system and the hormone is unstable when passing through the digestive tract.
Re the actual side effects - some brain fog is par for the course I'm afraid, and will be more lilely to have this effect if you suffered pms for a week or two before your periods. I've just come through mine (utrogestan cycle) and feel a completely different person now my head has cleared!
Hopefully you will see a gradual improvement so that the times when you feel rough, decrease.
Re the T3 - definitely get this investigated and treated if necessary as well. Aches and pains, and feeling tired are all symtpoms of this too, I understand.
Hurdity x