YES!
I went on HRT for peri symptoms (flushes/night sweats/brain fog etc) but the progesterone part of the HRT affected me terribly.
I would be so anxious it was ridiculous. I had awful thoughts, my mind was constantly whirring, I couldn't sleep. I would eventually nod off then wake with a start with my heart racing. I felt constantly wired and on edge. Added to this I also felt so sluggish and absolutely exhausted. So for 2 weeks of a month I felt good, and the other 2 weeks I felt shocking.
I felt like you, I thought I couldn't cope with this any longer as it was so consuming. It was ruining my life.
Despite switching HRT, I still got the same symptoms on the progesterone, no matter when and how I took it so my GP took me off the HRT as it was clear that I was progesterone intolerant.
I felt awful because I kept reading how HRT had changed lives and given women their mojo back and they felt better than ever, yet it seemed to have the exact opposite affect on me so that made me feel sad and desperate.
I have been fine since coming off the HRT and that wired feeling slowly got better and now its gone completely, and my anxiety has gone. I have had no alternative than to go it alone and to try and find other ways to combat the original symptoms which came back once I stopped the HRT. So I started researching supplements.
I have found a combination that works for me and while its not perfect, its HEAPS better than how wired and unwell I felt on HRT.
Combined with eating healthier, reducing alcohol, walking and lifting weights, I feel better than I have done in ages.
I look back at those days now and its scary how poorly and out of control I felt over my own body and emotions and how scary it was that I felt like dying would be an option as it would take it all away.
I am sorry you are going through this too. But speak to your GP and it may be that you need to ditch the HRT as I did.
Good Luck