When you say "the pill" there are many, many different formulations of the combined oral contraceptive pill with very different progestins, different doses of ethinylestradiol and some now with natural estradiol, so I wouldn't assume that you cannot tolerate any progestin.
In my opinion an oral progestin is better than the IUS where there is a history of tolerability issues because it can be stopped immediately if you don't like it. You are not dependent on a third party for removal. Equally with the combi patch, you cannot separate out the estrogen from the progestin.
However tibolone is also a really good option, providing a bit of androgenic activity too, so there's really no need to plough through every single other option first.
A lot of practitioners claim tibolone increases clot risk however this is not true - ref GP notebook. It also has a lower risk of breast cancer. In one study there were 3 additional stokes per thousand ie 0.3% in women over 60 who had other risk factors such as high blood pressure, smoking and diabetes. This wouldn't faze me at all.