Don't worry, pins and needles are an extremely common menopause symptom:
https://www.positivepause.co.uk/physical-symptoms-menopause/numbness-tinglingYou do need estrogen, I don't know where you've read that if you have a cycle you don't need it. Your estrogen levels will be fluctuating massively so you need a stable amount from HRT to overcome the fluctuations. It is very old-school (and usually US) advice which says not to start if you still have a cycle and that has been discredited now.
I wouldn't recommend Evorel Sequi because the progestin in it is (as you say) a synthetic progestin. This is not ideal because it is not a natural hormone which your body needs. Ideally, you would take utrogestan - which is body identical progesterone.
The other downside to Evorel Sequi is that it is a fixed amount of estrogen - only 50mcg - which is the starting dose. This is unlikely to be enough for you. Ideally you need to be taking estrogen and progesterone separately so you can adjust them, separately.
I would go back to your doctor and ask for the Evorel (estrogen only) patch and utrogestan (body identical progesterone).