Hi Miss Amber
I changed my name because I'm unsure about sharing such personal stuff... Anyway, I'm early 60s. My periods fluctuated/became unpredictable, then gradually stopped some time between 40 and 45. I definitely experienced the bladder problems. Sorted it with pelvic floor exercises. Wish I'd kept that up because it's becoming a problem again....
What I noticed was during my late thirties, early forties, my clitoris got bigger (as if this was the last chance to go for reproduction). Then it shrank back to normal.
Hot sweats are normal peri-menopausal stuff, getting out of breath, not so much, or at least not for me.
I decided not to go for HRT because my mother didn't take it and lived to a very ripe old age, but if I were you I'd go to the doctor. You need to start HRT within a certain time frame with the menopause. At 60 I can no longer access it, although maybe I wish I could now. At the very least you need to be informed in the choices you make.
You don't have to mention the labia/clitoris stuff, just tell the doc about the hot sweats, the bladder problems and the breathlessness - if it seems appropriate you can always tell them about your other worries. I never went to the doctor about my menopause, but as far as I can gather most women do. It's very standard. Nothing to be embarrassed about.