Ladybird, you CAN take Cerazette (desogestrel) whilst on HRT but you might want to see what things are like without it and with just the utrogestan.
I took Cerazette for 9 years and I'm pretty anti it, TBH. To begin with, you might not actually need HRT if you weren't on Cerazette - that was what happened to me.
Cerazette suppresses your natural estrogen levels to the early follicular stage, which is very low. I also think that the effect is greater the longer you stay on it. And because it shuts your ovaries down so much, it also means you're not getting any testosterone.
Whilst you can replace your estrogen and testosterone by using HRT, you may well be doing that before you really need to. I started HRT after stopping Cerazette. My ovaries woke up and started to make their own estrogen and, after testing a few months later, I realised that I don't actually need estrogen yet (which is good, because I had a lot of side effects from it) - it was really that Cerazette had shut my ovaries down so much, it was giving me low estrogen symptoms. I don't think I would have ended up seeking HRT, had I not been on Cerazette.
I also found that it killed my sex drive, and gave me migraines. (Although if you find it helps with the headaches maybe that won't be the case for you.)