Just an update here and at the same time an answer to my own question.
Tingling turned out to be unrelated to the progesterone. Apparently due to HRT Ive lost muscle mass and strength. This means that when exercising, I have somehow pulled a nerve somewhere which means when I sit for a period it can cause 'tingling' leg. Usually with my previous strength, this would not have happened. Solution has been to sit on an extra cushion for a couple of weeks, until it repairs itself.
Melanie