Hi Rosie- sounds like a reaction to the progesterone and taking it continuously. I've never been able to take continuous progesterone and had exactly the same issues you mention ( still have them to a lesser degree but not every month! )
Firstly, you've not being taking the tablets long enough- they do say to give each new regime 3 months but sometimes you just feel so bad you can't go on that long. I'd certainly try and stick it out another few weeks and see how you get on. The body does take time to adjust.
It might be as simple as switching to a cyclical basis or it may be that the progesterone or method of delivery isn't suiting you, in which case you could try a patch/ gel and another progesterone.
Sorry, there's no easy answers or one size fits all as no doubt you'll know from reading the posts on this forum!
Let me know how you get on with your blood test results. There's a big difference between what is considered “ normal†and what is needed for optimisation of well-being in menopause. I've only just discovered this after speaking to a trichologist about hair loss. Happy days!