My libido and ability to climax was definitely weird a little while into HRT. The first month or so everything was fine, then I pretty much lost the physical desire and perhaps the ability. Sensitivity increased to the point that stimulation was painful. Then it changed again and, while still more sensitive, doesn't hurt anymore, and desire came back.
Though it's much, much different than it was pre-HRT. It's almost entirely a mental game now, the orgasms themselves are ridiculously strong, and I pretty much don't get aroused until I decide to become so, excepting the occasional situation that manages to turn me on by accident.
I have started waking up from a sound sleep mid-orgasm though. I kinda figured the whole "wet dream" thing would go away

. The wetness aspect has diminished greatly, but with orgasms being so much stronger now it's definitely...an experience to wake up in the middle of one. And then wondering if you made enough noise for everyone else in the house to hear and not really being able to remember

Try not to worry about it, just be there for your partner and their needs, and don't try to force anything. It will happen eventually, but trying to force it just makes it stressful. Reorient your goal from climaxing to just enjoying the experience while it lasts.