If you were okay on the HRT and this happened when you added in the Noriday, then it is probably that causing it. Because it sounds like a progesterone side effect, so would be either your utrogestan or Noriday. And as you were okay on just the utrogestan it's probably the Noriday....
If you need contraception as well as HRT, one possible alternative is the Mirena coil. This can also be the progesterone for your HRT at the same time, so you would then only need the Mirena coil and your estrogen. No Noriday or utrogestan. The Mirena lasts 5 years and then you can have another fitted when that one is removed.
The Mirena does have a small amount of levonorgestrel in it (a different progesterone to Noriday, which is norethisterone) - but it is a tiny amount compared to taking the oral mini pill and it is delivered locally to the uterus so less of it gets into the blood stream. (There is more of it delivered in the first 6 months after fitting but after that it reduces, so if you do get some PMS immediately, try to persevere beyond 6 months.)