So, I have taken a look at my spreadsheet (yes, I have a spreadsheet cos I am a big nerd)

I started taking the progesterone orally as prescribed. I found that the side effects were surprisingly minimal, except my sleep was quite disturbed. I tried taking the progesterone a bit earlier at 6pm and this helped a bit. I tried taking it in the morning once and had a bad dizzy spell, which may or may not have been connected, and decided not to try that again! I then tried it vaginally and this resolved the sleep disturbance problem. However, I can now see that these feelings started two days later.
So all in all, I've messed about with it so much, it's impossible to tell. I'm going to re-start the progesterone tomorrow as planned, orally, at 6pm. And stick with it! (Unless it becomes unbearable.)
Despite getting hit by these feelings again this morning, I'm actually feeling OK currently. It could maybe just be Christmas which is a very busy and emotional time for me and my family.