Sorry to hear your headaches are continuing.
You mentioned earlier that your symptoms started about two months but you only started HRT 5 weeks ago? I presume you have had a withdrawal bleed? In the past 6 months before starting HRT what were your periods doing eg were they all approx 6 weeks apart or have you gone longer between them?
If you are in early peri-menopause (sounds like you are) then your own hormones will be rising and falling erratically, and some cycles you will ovulate and sometimes not - and this can give rise to horrible pms like symptoms, and low oestrogen is also well known to cause palpitations and apparent heart problems ( - even when there is nothing wrong.
Have you had the headaches checked out? For those who suffer from migraine, transdermal HRT is generally recommended as oral HRT can exacerbate migraine:
http://www.menopausematters.co.uk/atoz.php#GlossM"Migraine is often triggered by hormonal fluctuations and therefore may occur around the time of a period. Such migraine may improve at the time of the menopause. Some women find that migraine may be triggered by the daily hormone fluctuations which can occur with oral (tablet) HRT so the transdermal (patch or gel) route is usually preferred with a history of migraine."
I never suffered from migraine until worsening headaches during late reproductive stage which were hormonally induced - I didn't know they were actually migraines until several years later. I still do get them now and again - sometimes from the HRT but sometimes with other triggers eg alcohol, driving into sunlight for a long time, and over tiredness. Mine are the classic type ( no aura) which I hadn't heard of - hence I didn't realise they were migraines. My gynae GP also told me that low oestrogen can lead to headaches too.
I wonder if it is your fluctuating hormones causing these? Did you feel any different during the combi tablets and then just after you changed back to the new pack (oestrogen only)? Maybe consider a change in HRT to a combi patch, or separate patch or gel and progesterone? That ways you would be able to increase the dose of oestrogen if necessary.
Alternatively if after a couple of months the headaches don't settle and your doc gives no other explanation - perhaps try increasing the oestrogen dose?
Sorry I can't help any further...
Hurdity x