Hi
I stayed on the pill until 49 and experienced changes in the last 5 years:
Stronger tendancy to oestrogen withdrawal headaches during the week's break, then a feeling of relief when I started taking them again.
More night sweats (I had them for over 10 years though - should have gone to the doctor I suppose

)
Lessening of breast changes - they were sort of flattening out
Dryness and Itching around vulva
periods came later and only lasted 3 days (only one proper day)
I had to change to a progestogen only pill which I took for 12 weeks and had no period. I then had a period 9 weeks later. I had hoped it had already stopped. After that, I had bleeds at least every 3 weeks along with urogenital symptoms and attacks of joint ache for over 18 months and have gone on hrt now, which sort of helps most of the time.
The contraceptive pill is a higher dose of hormones which activates your own feedback systems and stops you producing your own hormones (although I suppose you must begin producing your own oestrogen during the week off when not near menopause). The only way to know for sure if you are menopausal is to stop taking it and wait and see, but you lose the contraception.
As far as I can work out, staying on the pill should have helped at least with bone density etc like hrt would, even though it is different forms of the hormones. I have read that you can have extra oestrogen during the week off, or use a pill like qlaira which has similar hormones to hrt. However, most doctors seem to want to get you off the pill.
For me, the advantages of staying on the pill have been that I presume that I have missed a lot of the 'flooding' that my mother and sister experienced during their 40s, I did not have the mood problems and painful periods I had before I took it, and for those last 4 years I had nice skin for the first and only time in my life!