orchid, I'm sorry to hear that you are having a difficult time. I can't advise you on the suitability of HRT for people who have breast cancer in the family but I would be interested to hear what Professor Studd had to say about it when you saw him. I hope you don't mind me asking.
Regarding migraines, did you have migraines before the menopause and if so, was it just before a period? If so, this would indicate that they are brought on by a lack of oestrogen. Other women seem to get them by having too much oestrogen but it depends at what part of the cycle the migraine strikes.
The fact that you don't get on with progesterone might indicate that you have the same problem as me and that is the migraines are triggered by synthetic progestins - this is the only trigger for me, nothing else.
What type of HRT were you taking?