This is an interesting thread and sorry to come to it late.
Discogirl, if the vaginal Utrogestan doesn't work out, you could try Cyclogest at a tolerable dose, it has fewer side effects.
I agree with bombsh3ll re synthetic progesterone and I would not dismiss it out of hand just because it is synthetic. My migraine specialist floated the idea of Cerazet 75 because apparently it's well tolerated by women with migraine aura and can actually help to prevent them - it's important for women with hormonal migraines to achieve amenorrhoea via a stable level of hormones. Because of my complicated history of migraines and constant monitoring, she said I could use 75mcg.
I can understand why you would be reluctant to try the Mirena coil but what about one of the lower dose coils like the Kyleena or the Jaydess?