What was your thyroid reading? Sometimes symptoms are experienced even when results are within normal range, and women feel sub-optimal (tired, weight gain, hair loss, cold etc).
re the bleed: you are taking a very low dose of oestrogen but I see the Provera (5 mg) is also low dose compared to the amount given on this website (10 mg sequential). However the fact that you didn't get a bleed suggests that the Provera may still be higher than needed for that amount of oestrogen. Perhaps you could go for the longer cycle as you suggest with your doctor's approval, or increase the oestrogen? I know Dana takes Provera with an oestrogen patch - I don't know what her doses are though so perhaps have a look at some of her posts on this?
Hurdity x