Congratulations on your baby girl. Thank you very much for that, makes me feel a heck of a lot better.
I wouldn't worry about it. I have factor V and am also more prone to blood clots (although I've never had one) and I've been on progesterone with no problem. All these drug companies are scared to death about being sued, so they end up listing the most unlikely scenarios to cover their butts...just in case that one in a million person develops a blood clot. As a matter of fact, most birth control pill (which are estrogen based) are much worse than progesterone. And the mini pill, which is the one they usually recommend if you do have clotting issues, is progesterone based.
By the way, it also says not to take progesterone while pregnant, yet it is very common to take it during the first trimester...it could even prevent a miscarriage. I did IVF last Spring and was on progesterone for the first 11 weeks. I now have a beautiful little baby girl...and no blood clots.
You could always bring it up with your doctor, though. I'm sure he or she'll be able to ease your mind...
Best of luck with everything!
All medications have side effects of some kind, it comes down to what is worse what the medicine is treating or the side effects. I would talk to your doctor and see what he says and his stats for progesterone.