Hi and welcome to MM calpalsmummy
If you had your ovaries removed, you have been post menopausal since then. HRT will have replaced thechormones you should have had if you had ovaries.
It sounds as though the different HRT isn't suiting you so well, so you need to try something different. I assume Climagest was a sequential HRT, so gives a monthly bleed, and you have now been given the Elleste conti? Taking any conti HRT will be a non bleed HRT regime but using progesterone all the time can give more side effects.
Why not try Femoston 1/10 sequential HRT pills? It has a kinder progesterone and will give you the monthly bleeds.
If you want a non bleed regime with minimal hassle, then consider a Mirena with seperate oestrogen as pills, patch or gel. DG x