Hi and welcome to MM booboo000
At 40 you are going through an early menopause and it's good you have been advised to use HRT. You are obviously still in peri menopause so your own hormones will fluctuate and drop gradually over the next year or two. In the mean time the HRT will stabilise things but initially your own cycle may well have an influence, so I think this is what has happened. I would definitely continue with taking the green tablets (progesterone with oestrogen) and you may get a slight bleed after your finish this but eventually the HRT will bring your cycle under control so you get a small bleed each month a couple of days after your finish the green pills.
Keep us posted about your progress. DG x