Omg I've been there, unfortunately it might just be your body not accepting the specific hormones (estrogen and progesterone) in general, if you think its dairy maybe you shoild try the hormonal patch as it does not contain dairy as far as I am aware, but asking your gp is the best to figure it out as they might be able to suggest some alterative. If you are taking birth control for your PCOS symptoms maybe try spearmint tea or inositol? Or some other herbal alternatives.