Hi and welcome to MM Mindfulmoomins
Your story is quite typical for many women. The Meno can hit us hard, with even the most sorted and strong women finding they cannot function. HRT can help to a degree but it is not a cure all - dealing with anxiety and low mood is particularly difficult.
It may be the progesterone in this particularly HRT that is causing you undue problems. Perhaps try something different at this stage e.g. Femseven sequi patches or Femoston 1/10 tablets? Femoston has one of the kinder progesterones so can often suit many women very well. Some may suggest Utrogestan but this can have a sedative effect - women either love or hate this particular progesterone.
The patches are medium dose which can be too high for some women, in peri meno particularly, you might do better on a lower dose. Don't feel bad about using HRT - it's hormone replacement, not a drug, and the oestrogen in most HRTs is now bioidentical.
Great to hear you are taking care of lifestyle - exercise, diet and Mindfulness - this is so essential. You can doing all the self help things that I would suggest. I'm afraid some women do find they need a ADs/SRRIs alongside HRT to really get anxiety under control and as you are already on some ADs, perhaps these need tweaking a bit? However, do try an alternative HRT first - finding a progesterone that suits you can be a real challenge and you may have to kiss a few frogs before you find your prince.
You might be someone who benefits from having a Mirena fitted with separate oestrogen as gel or patch alongside. After some initial side effects after fitting (some erratic bleeding and maybe feeling a bit sedated), the Mirena will usually settle and cause few problems over it's 4 year life and you may not get any bleeding at all after the first few weeks, which can be a real plus - no ups and downs of a cycle ? !!!!
As you are in London, there are a number of NHS menopause clinics - I believe many you can simply phone up without a referral to make an appointment. There are private specialists but I wouldn't jump to pay out just yet - I believe Dr Panay's is one of the best.
Write out all your symptoms and questions for your appointment - also print off stuff about the various HRT types on this site (under TREATMENTS) - it can make it easier to focus during the appointment.
Good luck and keep us posted. DG x