Hi NT
Yes do continue to take the full course of Utrogestan - it is needed to help shed the womb lining that has built up during the month and while you are taking it, the womb lining won't continue to grow. If you have been advised to start taking it from Day 14 in future then why not follow this advice?
Extra progesterone is often needed in peri-menopause because as the ovaries begin to pack up there are cycles in which you do not ovulate and therefore progesterone is not produced. When this happens the womb lining continues to build up and eventually when ovulation does occur bleeding can be heavy. This may well be going on in the background?
Good to hear your lining is thin although the thickness will vary throughout the cycle. My thoughts would be like Cassie said, that if you are peri-menopausal (which I presume you are as you are still on cyclical HRT) then your own cycle of fluctuating hormones ( typical of peri-menopause) could be kicking in and overriding the HRT.
Another explanation is that maybe you are not absorbing the utrogestan - it is a very unstable molecule and I understand that even digestive upsets can effect how much gets into your system. Falling progesterone levels trigger the bleeding.
You haven't said how old you are but I presume you are young if you've been diagnosed with POF?
Here is an excellent article about peri-menopause which explains everything better than I can!
http://www.menopausematters.co.uk/article-perils-of-the-perimenopause.phpHurdity x