Maybe that was too high a dose of progesterone. Weight gain around the middle can happen if the wrong type or amount of adrenal support is prescribed.

It happened to a close female friend with a history of a very healthy weight plus gym membership, healthy diet. She did better on progesterone's precursor, pregnenolone plus modest amounts or progesterone cream and tiny dose of hydrocortisone.

Since everyone is a little different, you should not expect her combo to work as well for you.

Pregnenolone is inexpensive and OTC. You can order your own followup tests if your doctor doesn't prescribe supplements that don't add to his/her vacation fund ; )

For example I use this several times per day.
http://www.swansonvitamins.com/swanson-premium-pregnenolone-10-mg-90-caps

My friend and I both have used Source Naturals and I've also used the powder from Beyond a Century.

You'll want to be aware of the sfx of taking too much for you--some don't convert to downstream hormones normally. Heart palps is one.
http://en.wikipedia.org/wiki/File:Steroidogenesis.svg

You could also ask yourself how likely it is that you have all of those problems without a single underlying factor as at least a contributing factor.

Dr Mark Hyman says in one of his books that he went to ten other doctors before someone realized mercury--Hg-- was a major factor in his debilitating long list of symptoms as a young doctor.
https://www.youtube.com/watch?v=mjnGWSyxWJ0

When Hg is a significant factor there is usually poor stress response, sluggish intellect, mood problems, digestive tract problems. There can be many other symptoms. This list is rather common in middle aged females who are disabled by Hg.
http://health.groups.yahoo.com/group/frequent-dose-chelation/message/111235

Good luck in finding relief for your problems.