Paz23, I have had two Mirena coils myself and I can tell you that although most of the progesterone is confined to the womb, some of it does get into your overall system and this may or may not cause side effects for some women.
With regards to progesterone and sleep, progesterone very definitely does help sleep and it's the lack of progesterone that often causes insomnia in menopausal women and also anxiety. The major point to pick up on here is that synthetic progesterone (the type you have in the Mirena coil) and body identical progesterone (the type you produce yourself) are very different and behave in very different ways. Synthetic progesterone is purely functional and only for birth control and womb protection in HRT, it does not have any therapeutic effect, whereas body identical progesterone has a calming effect and helps sleep.
I hope that helps.