I'm going to apologise in advance for being repetitive here but I'm afraid it's the same old story, this form of HRT contains norethisterone which is a synthetic progestin and that is the root of the problem. I am not blessed with a scientific brain but I do know that synthetic progestins interfere with the brain receptors and cause mood changes and migraines in people who are intolerant to them. It would appear that once your own hormone levels have diminished, the synthetic hormones in the HRT have a different effect which would explain why I didn't have migraines when I took the BCP (stuffed full of synthetic progestins) many years ago but did when taking oral synthetic HRT. In other words, your own hormones override the synthetic ones when you are younger.
If you feel as bad as that then you are clearly intolerant to this form of HRT and need to change it. You probably need to change to a transdermal oestrogen (patches or gel) and a bio identical progesterone i.e. Utrogestan taken vaginally for fewer side effects. There are quite a few on us on here who use this regime and it works very well.
No doubt there are many women who happily take Climagest and if it ain't broke, don't fix it, but there are also many other women, myself included, who cannot take this type medication and extensive research suggests that the best type of medication for us is the transdermal route.
As others have suggested, you might want to take a printout of the new NICE guidelines to your doctor on Monday and ask for the gel/patches with the Utrogestan.
Hope you can get this sorted very soon.