That regime is for women who do not have periods of their own, or very few (maybe 2/3 in a year.)
You may find that in time it will get into a reliable no bleed pattern, but what your GP has told you is contrary to the directions on the products, and also how they work.
Continuous is known to cause erratic bleeding for 6 months even when it's given to post-meno women.
Continuous HRT works when there is a fine balance between estrogen +progesterone (as in a prescribed form of hrt.
If you add to this balance, your own hormones (that are raging between low and high in peri) that's why odd bleeding occurs - because the amount of progesterone in 1 capsule of Utrogestan is not enough to keep the lining thin.
You can persevere if you want to, but the best way to get a predictable bleed is the sequential regime, using it for 12 days a month (2 capsules each of those days.)
Also, most women using it as continuous do not leave a 3 day gap each month as they rarely have any blood loss. The way it's used now for post meno women is every day (no break.)