Honorsmum - this is precisely the jigsaw puzzle I have been wrestling with and after doubting myself, I feel confident I have all of this going on. Adrenal stress + 'failing' hormonal reserves = up and down imbalance = more stress response.
I don't have an easy way to explain the hormonal cascade but perimenopause can be viewed as an imbalance in the hypothalamic pituitary adrenal axis, or HPA axis for short. This is the central pathway for all hormones in the body. So yes, it's really real that thyroid, adrenals and reproductive systems are all involved.
The whole thing works on a feedback system which is why, in my opinion our thoughts and emotions do play a big part. If our systems are trying to balance as estrogen and progesterone do their dance of varying levels, the system will try to compensate. The whole metabolic balance will fail and a 'symptom' could appear.
The hypothalamus which governs which hormones are secreted etc is very sensitive to brain activity (thoughts/emotions) and also the feedback from the rest of the system - basically it's really easy to get thrown off balance as the system stops communicating efficiently.
Where anxiety comes in is that this jumble genuinely does create an adrenal response - cortisol is released and the fight or flight response activated, progesterone is used to make cortisol which reduces progesterone and so it goes on around the body........ Our minds can perceive a threat when this cortisol is released and we 'follow' it and increase the response and deplete the system further. Some women might not respond or even notice this shift - some won't have fluctuating hormones enough to trigger the rest of the system to get out of balance.
If you enter perimenopause with some level of adrenal stress, which could be diet related, old emotional wounds, a generally busy life, you have depleted reserves, even if you haven't experienced symptoms before perimenopause - I hope that makes sense.
As well as trying to balance our hormones I guess the reactions to the symptoms need to be managed as well - I know for myself that I have got caught in 'feeding' the sense of imbalance that can manifest as many odd symptoms or strange things that seem completely 'unusual' for me, so my curiosity followed as to what was 'wrong' and then bang an adrenalin rush and the message from the brain 'something is wrong' is affirmed. A vicious cycle is created.
Most of this is an automatic response and I guess that's why meditation, mindfullness, breathing and awareness that there is nothing wrong really helps. Detachment....... Doctors don't explain this and whenever I have tried to check whether this is a 'correct' assumption of what my body is doing I get a funny look

For me, knowing what my body is doing has helped, even if I only have a basic understanding. It means I can acknowledge my body is desperately trying to balance and actually failing to do so at times. The only thing to do is keep trying to nudge it back to balance for comfort - food, lifestyle, hormones etc until finally the hormones stop going crazy. Seen in this way the process is entirely natural and quite amazing - though the symptoms are genuinely a sign of misfiring and can mimic thryoid disease etc and I guess if thyroid or adrenal issues were in the background previously they can get worse.
It isn't any wonder some of us think we have a thyroid problem or some other issue.
Here is a random page from a google search that goes someway to what I think you are curious about Honorsmum
http://www.theperimenopauseblog.com/natural-therapies-for-menopause-product-giveaway/