I do believe that's a perimenopausal symptom. Sorry the average eye creams didn't work. But, if you can muster up enough strength for one more go with them, I'd like you try something called, "Renewing Eye Cream." You can find it at http://www.murad.com/hormonal-aging-products.html.
What makes it so special is that first, it was created as part of a line of products for women who are aging hormonally (which is what happens during perimenopause and menopause). Second, it has very effective ingredients, including wild yam and soybean that's meant to increase elasticity and hydration. This should thicken the thinning skin around your eyes.