The sore breasts are a definate side effect of progesterone, and they are also a very common symptom of pregnancy. I too was on progesterone, although I was on the vaginal suppositories and had the same thing. Fortunately, you usually only are on them until the end of the first trimester.
Unless your Dr. has advised you not to, sex is typically fine during pregnancy. Go with what you feel comfortable with.
It is very very important that you are able to discuss any and all issues with your OB. May I ask why you can't discuss these issues with her? I'm so very glad you found us as a source of support, but none of us are Dr.s and I just don't want anyone to ever take the info or advice offered here as a substitute for Dr.'s advice, know what I mean?
Congrats on your pregnancy, and I wish you all the best!
I took the pills and not problem with them. Well except for stinky gas. Lol