I take utrogestan orally and have evorel patches - so its possible to take utrogestan orally - your Dr misinformed you.
In terms of anxiety, I've found it challenging. I do exercise and relaxation exercises and I also try to reframe the thoughts in my mind.
I don't know whether you know but my GP told me there is a link between a history of panic attacks and a susceptibility to them recurring at menopause - I hadn't had a panic attack for 20 years and then had one this year which I didn't recognise as an attack as it was so awful.
When I was in my twenties/thirties, I was given beta blockers which helped a bit but while they physically calmed my body down, I found that I still had a mass of distressing thoughts in my head. I got into yoga and meditation and the panic attacks disappeared - but I had a solid meditation practice when my menopausal stuff flared up - so hormonal anxiety is tricky.
I've also found acupuncture and massage helpful though for soothing my nervous system.
Hope you find something that works - its challenging. I'm very sensitive to medications and so am reluctant to go down the AD route as the last one I tried (Sertraline 50mg) made me very very ill after 2 tablets! So I stopped.