Pippi, the answer regarding whether to take progesterone continuously or sequentially depends on what works best for you as an individual.
There are advantages and drawbacks to both, and we all have individual physiology, challenges and priorities.
Conventional practice is to use cyclical progesterone in someone who is still menstruating, due to the belief that this will achieve or maintain a regular bleeding pattern. This is achieved some of the time, others bleed chaotically.
Cyclical is a closer mimic of natural physiology, and evidence is emerging of better long term health outcomes (irrespective of menopause status) when the progesterone is not used continuously. This is what Louise Newson means about estrogen receptor down regulation.
However the NHS is unlikely to ever support cyclical on postmenopausal women due to the small risk of endometrial hyperplasia, as there aren't the resources to scan women regularly to avoid this.
Continuous progesterone is conventionally prescribed to postmenopausal women to avoid withdrawal bleeding. Many are simply happy to be rid of periods and either don't know that cyclical has potentially greater health benefits, or frankly don't feel that something largely theoretical at this point warrants spending every 4th week bleeding.
Others who may prefer to use continuous progesterone even if they are still menstruating are those who don't sleep well unless they take it, those who only tolerate it at a lower dose, and those with conditions exacerbated by hormonal cyclicity eg migraine, endometriosis or mood disorders.
This group, if not yet menopausal, accept the trade off that they MIGHT experience a less regular bleed pattern than they otherwise would have done.
There is no harm in trying out both regimes and seeing which you prefer, as long as you ensure sufficient progesterone is taken overall to keep the endometrium healthy.