Hello jedigirl,
I have the same problem, but I'm not on any HRT now.
I take vit D3 5000 IU daily, vit B12 1000 µg weekly, I don't drink or smoke and I am a vegetarian. Thyroid, iron and ferritin tests are normal. I live in a very sunny country, so no winter blues. I walk daily, don't drive.
No upbeat music can make me wake me up in the morning, ER! And I almost killed my iPhone trying to disable the alarm

Do you have the hot flushes? I blame them for my disrupted sleep, I'm having 10-15 day and night.
If your HRT has a decent oestrogen dose I guess we both may have problems with adrenal hormones. That's what I am investigating currently but it's a complex subject.
Meanwhile, the crushing fatigue is even preventing me to post in this forum

Hope we work it out somehow!

P.S. I will try the magnesium, thanks babyjane!