I hate to contradict your dr (but there are so many making mistakes with HRT as shown by posts here.)
Is he a GP or a consultant? (Makes a difference.)
Utrogestan (not Utrogestrone) Is also used in large amounts with pregnant women as a treatment and also for fertility. It does not come with any clotting warnings.
Are you in the UK? In the UK Utrogestan is not licensed for vaginal use, so a GP saying use it that way is not working within the guidelines. HAVING SAID THAT (!) it IS licensed for vaginal use in Europe and my consultant gave me the choice - orally, vaginally, or as a suppository - because privately, they can prescribe in a different way. It's the same capsule for all methods. In the UK there are women using it vaginally because how would their GPs know, anyway?!
There is some research showing that used vaginally it is more effective and the dose can be reduced slightly.
So...what dose has he given you? 7 days is not the licensed amount. That is 200mgs for 12 days each month. Women who use less than the normal 12 days do so under supervision where they can access a pelvic scan if there appear to be any problems.
Sorry this is so long but felt you needed the whole picture. :)