Not a for or against HRT / other medication, but obviously they don't deal with all symptoms & some people can't/don't want to take. I'd be interested to know what non-medical things you've found have worked well / were a waste of time.
Personally things I've tried include:
Wool duvet - absolutely lovely, I'm delighted I bought it, it was a great excuse. Don't think it made any real difference but cheers me up.
No caffeine after mid-day - On the fence, I've not drunk coffee for years, but I drink loads of strong builders tea & I think on the whole regardless of meno I sleep better & am generally better mood if I drink decaff for half the day.
Not drinking wine - very, very sadly not drinking wine (especially red, but tbh white is almost as bad) makes a huge difference to how I sleep. I'm not a big drinker anyway, but up to a pint of beer / cider is fine, it's the wine that's a killer. Strangely, a small glass of cava / prosecco seems OK (maybe optimism)
Bladder training - has made a huge difference. I'd been needing to wee multiple times in the night. With a combination of pelvic floor exercises plus gradually increasing the time between wees in the day & making a point of holding on before going I rarely need to get up at all in the night now.
Exercise / weight bearing - obviously important for bone health. But there's also a really helpful explantation in Jen Gunter's book Menopause Manifesto about the tendency to put weight on & that it's because muscle burns more calories than fat. We lose muscle mass as we age but particularly so during menopause. So exercise that helps build muscle also good for controlling weight. I'm sure this is true for me - I do a lot more heavy work in spring / summer, & my weight's gone right back to where it used to be despite eating a lot more. My resolution is to come up with a way to carry that on into winter when I do more desk work, though yet to figure out how.
More generally lots of outdoors time & exercise makes me feel much better in general / less hot flushes / etc.