Niamh, let me answer both questions directly, because this is one of the kindest pieces of knowledge anyone can hand you in a two-week wait.
Yes, the pessaries alone can produce every symptom you listed. Progesterone is not incidentally similar to early pregnancy, it is the hormone of early pregnancy: the sore breasts, nausea, bloating, fatigue, and mood swings people scan for are largely progesterone effects, and your tissues cannot tell whether the molecule came from your own ovary or a pessary. In a medicated frozen transfer this goes one step further: the protocol usually means there is no corpus luteum, the ovarian gland that would normally make progesterone, so essentially all of it is the medication. Which means your "symptoms" were guaranteed before your embryo was even thawed, while the thing you are actually waiting on, implantation, signals through a different hormone, hCG, which is what the test measures and which symptoms do not reliably track at this stage. Mrs Okafor's nurse was right too: progesterone stimulates the brain's breathing drive, so mild breathlessness is a recognised effect, in treatment and in pregnancy alike.
And no, symptoms switching off does not mean the progesterone has stopped working. With a steady daily dose the body habituates within days, so side effects commonly soften mid-wait, and how much you absorb and notice genuinely varies day to day. What you feel is a poor meter of what is in your blood. So keep taking your support exactly as prescribed until your clinic says otherwise, whatever your body reports; if Friday brings good news it will usually continue for some weeks on their schedule. The different forms this support comes in, and what each is like to use, are covered in the guide to IVF medications. Two boundaries: any bleeding, severe pain, or anything that frightens you is a reason to call your clinic before test day, they expect those calls; and your own protocol questions belong with them, since they know which one you are on. For the next eight days, let the scoring go. The answer is already being written, and it is not being written in your breasts.