Hi LeeJane
If things don't improve, you might like to try a different HRT preparation before increasing the Prozac further, in case some of your symptoms are related to that particular type - eg Femoston like I suggested, or even a patch HRT, which delivers oestrogen directly into the system, rather than having to go through the liver - and might help lift your mood?
It's difficult trying to work it all out isn't it? Menopause certainly can bring on anxiety type symptoms where there wern't any before, and can make existing problems worse. True depression is a different matter although the mood swings of menopause, and the drop in oestrogen levels can make it that more difficult to cope with what life throws at you generally!
Hope you feel better soon

Hurdity x