Hi Kittyjay - I use it vaginally and usually the only side effect I get is tiredness, sometimes a migraine, and it does affect my bladder at night.
Re being post-menopause. Despite your being diagnosed as having premature menopause 4-5 years ago it sounds like you continued to have periods and had only gone 6 months since last one just under two years ago? If that is the case then you will not know exactly when you are post-menopausal.
There is absoutely no problem in taking progesterone continuously if you are not post-menopausal - it is not usually given though because in many women who still have fairly strong cycle, even if periods are irregular, there can be irregular bleeding which is inconvenient so peri-menopausal women are usually given cyclical HRT.
Unfortunately it is common for all cyclical HRT types to give rise to withdrawal symptoms on coming off the progestogen phase. This is part of normal pms. Of course, once the symptoms clear then everything is usually fine. If you feel fine also on the progesterone phase then I can see why you might want to take it continuously.
Personally I would not want to do this vaginally, while in a relationship for obvious reasons, so that is one of the reasons I keep to a cycle even at 61!!
Hurdity x