Hi aloevera

Sorry to hear about your problems and headaches.
Firstly - are your periods still regular? If you are not getting hot flushes yet not other symptoms then maybe it is too early for extra oestrogen.
There is a great article on this site about what happens to your body during peri-menopause here:
http://www.menopausematters.co.uk/article-perils-of-the-perimenopause.phpBasically your hormone levels fluctuate up and down more dramatically in the years leading up to menopause - so you will get spikes of oestrogen as well as dips. I imagine the gynae will be prescribing oestrogen to deal with any sudden low mood as a result of the dips.
However pre-menstrual headaches can also be caused by the sudden drop in progesterone (progesterone withdrawal) - a physiological reaction. I had them also really badly - I developed migraines for the first time during peri-menopause. That's not to say that progesterone would help - because this hormone is also responsible for many aspects of the pre-menstrual syndrome - headaches, bloating, fatigue, irritability, depression etc
I imagine if you are still having a strong cycle and you took oestrogen during the week either side of ovulation it could be to much for you at this stage. Also to add that there are often side effects when you first start oestrogen - the sudden (unaccustomed) increase can cause the symptoms you describe, but generally settle.
As for the thyroid - have you had a print-out of your actual levels? Hopefully the doctors are up to date with the reference ranges for what is normal? Do you have any other thyroid symptoms?
I don't know what to suggest really - except to say I sympathise! I just rode through them (in my late forties and early 50's) because I didn't know about the peri-menopause as such so didn't start taking HRT until probably just before menopause.
Hurdity x