No personal experience with drospirenone (Slynd) - as a diuretic it is contraindicated for me.
However severe mood symptoms should prompt consideration of an alternative treatment.
Dydrogesterone (nalvee) is one of the most benign progestins and I would push for that given it was your first choice anyway.
Generally speaking if you aren't getting the treatment you want, when it is available and clinically appropriate, then it is better to change the doctor than the treatment.