I could have written your post. It almost mad me cry.
I'm 40 and feel the same way you do about starting Pro-Gest; but started it three days ago anyway.
My internest doesn't understand what the heck I'm talking about when I talk about peri menopause and my GYNO is so old he just knows what they taught him in medical school 100 years ago and is swayed by the big pharmacutical companies and doesn't care to know anything beyond synthetic drugs.
I tried Pro-Gest three years ago, here's my story....
After the birth of my 2nd child when I was 36 my hormones where completely out of wack. I had a series of medical issues pop up one after the other - high blood pressure (never during pregnancy?!), hair loss, sores on my tongue all the time, anxiety, insomnia, no sex drive, terrible PMS, foggy thinking, facial hair etc... I kept coming to the answer as being natural progesterone as what I needed to replenish. That I was probably Estrogen Dominant.
I read all the books by Dr. John Lee, Dr. Erika Swartz, Anne Louise Gittleman, Jesse Hanley and even Suzanne Somers. I wanted to do a saliva test but couldn't because I live in NY and it's against the law for some reason.

I had my hormones tested via blood but found nothing out of the ordinary. They say the blood tests are always inconclusive because your hormones are constantly changing every minute, hour etc..and unless you are in actually Menopause they can't tell you much with blood tests.
So, I tried the Pro-Gest and felt wonderful almost immediatly. My irregular periods because regular for the 1st time ever! No PMS and I didn't even feel my period coming, only knew it was there because I went to the bathroom..., was happy all the time, my sex drive came back, felt wonderful (like when I was 18!!).
After 3 months, I was a little scared because it was REALLY WORKING and I wanted to be seen by a MD. I wanted to make sure I was doing the right thing. Time went by, life got in the way and I just couldn't find one that believed in and prescribes natural hormones.
Three years later and I still have not found a doctor, but will continue in my quest. My peri symptoms have gotten worse (especially the anxiety) so I decided to try Pro-Gest again. Instead of 1/4tsp 2x's a day I take 1/8th (starting day 8) and then when I feel my PMS kick in then I will do the 1/4tsp. This way I am taking less than prescribed.
All doctors should be able to prescribe (and understand) natural hormones. But most don't or won't.
The big pharmacutical companies cannot make money off something they can't patent - natural hormones. They put pressure and influence the
powers that be within the medical community and basically tell them - NOT TO HELP US WITH NATURALS because doctors and the pharmacutical companies would not make any money off of women if they (doctors) helped us get better with naturals.
If every peri and post menopausal woman had access to natural hormones (instread of synthetic) doctors wouldn't be seeing women patients for various conditions that all could & probably lead to peri and pharmacutical companies woudn't ne making money giving up high blood pressure pills, anti-depressants, muscle relaxors, anti-antiety pills, sleeping pills etc....
I can only tell you that I have had only positive things happen to me while on natural progesterone. The possibility of having my estogen "unchecked" is scary enough for me to start up again. I will continue to look for a MD who undertands peri and naturals. Until then, I will use my Pro-Gest on and off to make me feel better when things get bad. From what I understand it can't really hurt you (like estrogen only) and will continue to listen to my body to make sure I am doing what is right.
Good luck to you. Knowledge is power. Keep looking for answers and don't give up trying to make yourself better....And always remember that THEY don't care about you, they care about their pockets. It's up to YOU to push for what is best for you and never let up.....