I take Zoely too, and I would be very surprised if your ovaries were not completely suppressed if like me you take the active pills only, because of the highly targeted and relatively kind progestin NOMAC.
An ultrasound scan can confirm this.
Ovarian suppression does not necessarily completely rule out brain symptoms, and if you are under the care of or have access to a specialist, some would sanction a small additional dose of estrogen say from a patch or gel if you feel the estrogen dose is insufficient - it is relatively low at 1.5mg however my plasma levels have always been adequate (around 400pmol/L) on it although I do have high ovarian reserve and lots of remaining dormant follicles which still trickle out estradiol even whilst suppressed, so this is something I plan to monitor as I get into my late 40's and 50's.
There is no licenced HRT product that comes anywhere close to Zoely as these are not designed to shut down an endogenous cycle - if you have PMDD it would simply come back without a suppressive progestin unless you actually are postmenopausal.
Additionally micronised progesterone is the current go to for endometrial protection with menopause hormone therapy, and this, particularly if given cyclically, is in the words of the late professor Studd and with which I agree, a pharmacological model of PMDD.
Do what I would do is look into supplemental estrogen under the care of a specialist, and also think about your androgens - Zoely is so good that because your ovaries are in hibernation, you will have very little testosterone.
I take DHEA for this although you may be able to find and afford someone who would be willing to prescribe actual testosterone - I believe Louise Newson' would consider this in someone with a medical indication for being on the COCP.