Utrogestan caused me such bad indigestion pains I nearly went to A&E.
I tried it vaginally and it was better, less gastric disturbance (but still a bit), then I had local irritation using it vaginally.
There are other options, cyclogest is a pessary also used for HRT that is body identical.
If you feel ok mood-wise then I think you should perservere because they do say it's better symptom relief if you go for the separate oestrogen and progesterone.
I couldn't tolerate any of the progestins, my mood crashed into a brick wall every time, but noone would be sitting wondering if they had a reaction, unless they didn't have one. If you have a reaction you will know all about it and you will be motivated to avoid progestins in future. It's absolutely unmistakably horrible. So I stay safe on tibolone as my happy HRT, the others made me not want to live at all.