I am not sure if it is good news or bad news for you Penelope but here we go...
The good news it did go. No more waking up in panic and no more dread and no more psychotic worrying that the world and everyone I loved in it was going to end in the next minute! and so did the thick foggy head feeling, where I could only concentrate on stuff of 20 minutes!
The bad news is that by most peoples hrt standards it possibly took a "long time"

but time is a subjective thing really. It took 3 months for the psychotic worrying to die down to just anxiety but it took 5 months before the panic in the mornings started to subside and at that point it stopped being every day all day and my sleep got better but not to the point of good. Months 5-6 were patchy - some days ok and others not, but at least it wasn't every day a right off! It took a whole 7 months before I realised I had gone a whole week without any of the symptoms and that I had felt vaguely normal and that I had done "normal" things in the week. I started worrying a bit then, that it was a fluke and that it would come back but no it stayed pretty level most of the time. No anxiety or panic attacks but I do suffer depressive thoughts mainly due to progesterone. They come in my cycle and then they do which makes them easier to deal with.
It really depends where you start from Penelope and I would describe me as starting at minus 10 on the scale (every symptom you can think of except for vaginal atrophy and those symptoms were not mild or anything they were bad!) and I had been for a very long time. By month 5 I had got to minus 4 or minus 3 by month 7 0. I have now been on hrt for 19 months and I would say that I am at plus 4 nearly all of the time! but you have to remember my hormonal issues go way back and became beyond ridiculous during meno.
I'm not sure you want to hear that it took so long but I can't say otherwise in my case. I really didn't think there was any hope for me but giving up wasn't an option either so I just kept going and going to where I am today which is better than I have been in 20 years! I hope the same happens for you but quicker

xxx