Hello Trish,
I don't think your experiences are bizarre at all, it seems many of us even on hrt have the same symptoms and affects.
I began hrt, estradot and initially oral utrogestan, in September last year, and have gone from 50, to 75 and now 100 rose of oestrogen.
I did not tolerate utrogestan so bad the mirena coil fitted. Only now so I feel a tentative hope I am beginning to feel a bit more stable symptom wise.
Anxiety is a bit part of my symptoms, as it is sadly for many of us. Some also have Ad's alongside their hrt successfully. Having used sertraline myself in the past, it can take some time to kick in.
Whilst I have no real advice, I just wanted to say you are unfortunately not alone feeling like this, I find it a huge help knowing others understand.
I am certain a more knowledgeable person will be along to offer practical suggestions. Just wanted you to know others can understand what you are going through.