Welcome to MM!
Sorry to hear about your migraines, I also started having silent migraines (migraine aura without headache) once my oestrogen levels started dropping. At the time, I had a Mirena coil and interestingly, never had migraines with the coil until that point. For that reason, I would not want to risk having another Mirena and it is probably not a good idea for anyone who has migraines to have one fitted although I would try to find out for sure what triggers your migraines. From what you have said, it does sound like the progesterone part of HRT could be your problem - do you have migraines when on the progesterone part of HRT? Have you ever had migraines while on the oestrogen only part of HRT? I also have breast pain when using all types of synthetic progesterone (including the Mirena coil) and if I take Utrogestan orally but not when using it vaginally.
It is worth bearing in mind that all types of progesterone used in HRT (both synthetic and micronised) are nothing like the stuff you produce yourself whereas the oestrogen part is very similar. I have never heard of anyone who has terrible problems with oestrogen only HRT.
If it turns out to be the progesterone part of HRT that is causing your migraines, the only thing you can really do is take less of it and use Utrogestan vaginally at a lower dose and for less time - it has fewer side effects when used vaginally and it always works better at clearing the lining. I use 100mg vaginally for 7 days and two pumps of Oestrogel everyday and so far so good. Obviously there is no guarantee this will work for everyone but it is worth a try. I consulted a migraine specialist and she suggested that I take 300mg aspirin during the Utrogestan phase and to take vitamin B12 (my levels were low) and magnesium supplements to ensure that I am getting the right amounts every single day.
If you are getting hot flushes, this would suggest that you are not getting enough oestrogen.