Ooer - never come across progesterone powder and can't imagine where that comes from. It is not an anti-anxiety treatment although because it is a sedative I presume in small doses it could have a calming effect? Most of us find that it leads to bloating, foggy head, headache, tiredness and for some, depression! The dose needed for HRT have to be high enough to protect the womb - which means that progesterone itself is given in very large doses, but the synthetic progestogens in smaller doses -- but can also be associated with negative side effects!
Re the point in your cycle - I presume you are on Elleste Duet 1 mg or 2 mg that gives a withdrawal bleed so I meant at which point in the HRT cycle are you getting the symptoms - counting Day 1 as the start of the pack (and theoretically your bleed!)?
Hurdity x