Tried the bioidentical route and apart from being extremely expensive, I still had the hot flashes from Hell.
No, you are not alone, there are hundreds of us who share your feelings.
As to the HRT, I strongly recommend NOT doing it, instead, go the natural, bio-identical route, there are no side effects to it, and it is very safe, plus, most women feel much better on it than they do the drugs as the drugs are synthetic and not recognized by our bodies. You can get a good, bio-identical cream at a health food store, of, if your doc is familiar with them, he/she can write s prescription for them from a compounding pharmacist, that is the kind I use. Estrogen, to be honest, is hardly ever needed as the body makes it even after menopause, just not in high amounts, the progesterone helps to balance out what the body makes. If you are prone to cancer, the natural way is the only way to go, estrogen makes cancer cells grow, the progesterone, does not.
Also, I recommend two very good books by Dr Lee, a pioneer in natural hormones and women's health. One is called "What you doctor may NOT tell you about menopause" and the other is called "What you doctor may NOT tell you about perimenopause" they are great books and easy to understand.
I hope this helps, it takes a while to balance the body during these difficult times, but, it can be done, and going the natural way is the best and safest.