Winterangel, have you tried the version of things which is the 'old' continuous regime - where you stop the progesterone to allow a bleed? You don't stop it for as long as on sequential...
So for eg, whenever you next start to bleed, stop taking the utrogestan for 5-7 days to allow the bleed to happen. Count that first day of the bleed as day 1. On day 26, stop taking it again - for 5-7 days. So basically, you work with your body rather than against it. If your body has lining to shed but you are taking utrogestan, it can't do that properly or fully - so it doesn't shed it all and you get breakthrough random bleeding that worries everyone.
As well as that, you could increase the utrogestan if you tolerate it ok. In the UK, many women are not taking enough progesterone (this is all down to absorption). The progesterone tests available in the UK are not reliable when women take progesterone orally because they 'count' all the metabolites of progesterone as actual progesterone and come back with a falsely high reading. So doctors in the UK don't test progesterone or take it into account. Doctors in the US have the PC MS test for progesterone which IS reliable when you take it orally. We don't have that....
BUT - you can test reliably for progesterone if you take it vaginally or rectally. It's only if you take it orally that UK tests are not reliable.
As I'm on a high dose of estrogen, I wanted to be sure I was getting enough progesterone. So I switched to taking it vaginally. At first I took 300mg at night (sequentially) and then did bloods the next morning. My levels were pretty low. Only just creeping into the bottom of the range. Progesterone has a short half life, only 12 hours, so often levels will dip if you only take it once a day. So I added in 200mg in the mornings as well. That got my levels properly up into a decent luteal range. (Tested about 2 hours after my morning dose.)
So if I were you, I would try switching to taking it vaginally (which is also better absorbed than orally - you are getting it right where it needs to be, by the uterus, for maximum effect down there) and get some Randox home 'Tasso' tests (the Female Hormones test which you can take at home from your shoulder - not finger prick). The test is about £45. See what your levels are with it at night only and try to get an increase in dose if you can. As well as taking a break from it to allow the bleed to happen unopposed (which should also 'save' you some capsules to use the rest of the month at higher dose).