I suffered with migraines badly when on COCP and was prescribed estrogen patches, now on gel due to shortages. Strangely had very few headaches in general last year or so, but think I'm towards end of peri now, as started 9 years ago, and have a mirena.
From what I read and my GP said, dermal estrogen is fine and as I had a mirena which I had put in three years ago for heavy periods and contraception (I'm now 49), he agreed to try patches.
I've do have Sumatriptan (Imigran) to hand I case I do get a migraine. Last one was late last year, took me a while to realise it might be a migraine as I'd not had one for a long while. Took the Sumatriptan and was soon feeling better again. Definitely linked with monthly cycles before.
Maybe try again and get printed info from dr Newson's pages. My GP, he actually looked on the menopause info site which I was surprised at. Also do the NICE guidelines mention migraine and HRT?? Can't remember if they do but might be worth a look.
Good luck x