I'm not on HRT, so I can only tell you what it's like, for me, without it.
I ache - ALL the time, but especially at night which means that I rarely get any undisturbed sleep.
I have itchy 'bits'. As in my genitals are itchy and sore ALL the time. I use creams to help, but they are of limited use.
I don't think I have brain fog, but I do find myself forgetting words sometimes. I have an excellent vocabulary so the word is right there, on the tip of my tongue, I just can't remember it when I need it.
I used to get really bad hot flushes, both during the day and at night. I don't get them so much any more thank goodness but I never know when one will strike.
I am, on occasion, absolutely horrible to my very sweet and kind DH, who I love very much.
I am permanently exhausted.
I have lots of other symptoms which may, or may not, be attributable to the menopause, but I also have other things wrong with me so I don't know.
I can't take HRT, as I am being treated for breast cancer. In fact I take a medication to stop my body from producing ANY oestrogen at all. (Did you know that it's not just your ovaries that produce oestrogen? Your liver does too and maybe other organs as well). My first menopause was barely noticeable apart from the obvious, this second menopause is vicious. The 'good' creams used to treat itchy 'bits' contain oestrogen, so I can't even use those.
If I had the option of taking HRT I would do it like a shot.
It may be that the dose, or type, of HRT you are taking is not suitable for you, so discuss this with your doctor. It may be that you have other things going on in addition to menopause. There are foods that are recommended to help combat menopausal symptoms - I can't think what they are off-hand but they include seeds etc. Try including those in your diet.