Hi karenja - thanks for your pm but was out last night and busy today. All your questions have been answered very well by the others so don't have anything to add at this point.
You should experience fewer side effects using the utrogestan vaginally - as I mentioned previously the French leaflet instructions give this mode of delivery as an alternative for those suffering side effects from oral use.
The only thing with alcohol is I find now I have to be very careful - not sure if this is just age or post-meno or HRT but I can drink much much less than I used to. Also if I drink wine later in the evening or sometimes other short drinks eg after 9 pm I can get a migraine or hang-over type feeling.
So my advice re alcohol is drink only a little, don't drink too late in the evening especially wine, and afterwards always drink at least twice as much water as any drink you've had.
This is just me and you might be fine!
Good luck and do perservere - as others have said - you are worrying that everything you feel is due to the HRT - heavens - half the time I have all sorts of "symptoms" and I've no idea what they are due to, but mostly just ignore them, put up with them, take painkillers (if headache) or indigestion tabs (if stomach) and hope for the best. I mention to doc only if seems to be really bothersome.
Do hope you feel better soon!
Hurdity x