There are two issues, build up of the lining and the hrt cycle getting out of step with your own. It's unlikely skipping one bleed will do long term harm (my lining was still thin after 40 years of a natural 6 week cycle). If your cycle gets out of step with the hrt cycle you may find you have bleeds at any stage of the cycle, sometimes twice. If you still have a regular 28 day cycle I would continue with prog from the next pack to keep to the 28 days. If you don't I would still take the prog but you could stretch the oestrogen phase by a few days for the next cycles until you're back in step if you'll have difficulty getting more.