Yes. I've been on hormone replacement meds for a while now.
Might be as you transition the meds are causing hormonal imbalances in your brain. Go back to whomever put you on them and tell them about how you're thinking. I'd venture they won't need details but just the Readers Digest version. Might need to make some adjustments on what and how much you're taking.
Then on the other hand I could be talking out my backside. But it never hurts to explore all avenues.