Hi Michihope
from me too!
As Taz says - you bled because you stopped the progesterone and you must have built up a bit of womb lining. Eventually if you had carried on with the utrogestan daily the bleeds would have stopped if your oestrogen dose wasn't too high. This sort of bleed doesn't really count as a post-menopausal bleed - it's a progesterone withdrawal bleed and expected!
How long have you been taking the Sandrena and did you start the utrogestan at the same time or what - can't quite work out what happened?
Normally with sequential HRT you take oestrogen only for part of the month and then a progestogen (Utrogestan) with the oestrogen for the remainder of the month. You then get a withdrawal bleed - like a false period - due to the HRT regime. Taking progestogens continuously are designed as no-bleed HRT provided the balance of oestrogen and prog is right for you and after the settling in period of time which can be 6 months.
Sounds like your depression could have been hormonal. Have you or do you take medication for it or are you hoping HRT will sort this out too?
If you turn out to be prog intolerant then cyclical HRT is the way to go (ideally on a longer than 4 week cycle with med supervision) but you do still have to get used to the prog each month and then the withdrawal and the bleed.
If you want to try taking it continuously then just start again any time. Yes you can take on Days 1-25 and see how you get on - you can use it orally or vaginally (unlicensed but more effective - but prob not ideal on daily basis if you're in a relationship).
There is a lot of info on the menus - look up Treatments/HRT and the different types.
You shouldn't have to go privately - you just need to read up about how it all works and then experiment with supervision from the meno nurse or if she won't play ball, then go to your doc and explain what you want to do and why. You can also ask about Tibiolone - you are still young so could still be prescribed it, but maybe as Taz says you have other risk factors making it inadvisable at this point?
Hope this helps!
Hurdity x