I know that micronized bio-identical estradiol (like Estrace) in pill format can be taken vaginally and sublingually based on studies that have verified this. Micronized bio-identical progesterone in pill format (gelatin capsule) can also be taken rectally as studies have also verified that (and probably vaginally and sublingually), namely with Utrogestan, similar to Prometrium. There are also progesterone suppositories that can be taken rectally or vaginally called Cyclogest and available in the UK.
If rectal absorption is effective, levels will be much much higher than with oral, as much as 10x higher because most, if not all, of the substance is absorbed directly into the blood.
Ethinyl estradiol and most anti-androgens have very good bioavailability so that even if they are taken orally, a large concentration of the drug still makes it to the circulation and their metabolites are also quite effective as compared to the parent molecule/drug. So, there's no point in taking them another way. It's not worth the inconvenience. I strongly advise against taking ethinyl estradiol as it increases risks of DVT and embolism and there are far, better alternatives, just AS EFFECTIVE.