evening primrose is not exactly evidence based medicine, ibuprofen or acetaminophen are more likely to help with the pain

but I'm wondering why the doctor prescribed 300 mg nightly, that's a larger dose than I would expect 🤔

I take 100 mg / night, and I've heard 200 mg is a common dose as well, but I haven't heard of more than 200 mg being taken typically - you could try talking to the doctor about reducing dose and see if symptoms are reduced?

Presently, the current guideline available for management of mastalgia includes first-line treatment, which consists of physical support (well-fitting bra or hot/cold compress), acetaminophen or NSAIDS (oral or topical), stop or reduce hormone replacement therapy or oral contraceptive, caffeine abstinence, and EPO [38]. In this review, it was found that EPO had no difference compared to the placebo or other treatment in reducing breast pain for women with mastalgia.

https://pmc.ncbi.nlm.nih.gov/articles/PMC8296106/

I wonder though if the nipple pain is from the progesterone or the increased estrogen - it's hard to say exactly. I only call out the progesterone because it seems like a higher dose than I'm used to seeing, but increased estrogen can cause breast soreness, too.

You may also find the soreness reduces as you adjust to the dose. For that reason, I definitely recommend keeping a log to help you keep track of symptoms (it can be really hard to figure out the right HRT doses, so a log can be helpful for tracking changes to dose and the effects they had).

With the journal you might be able to track the symptoms you had from perimenopause and contrast it with the symptoms you have from the HRT, then adjust the dose until you find that happy medium where your peri symptoms are well managed but you also aren't dealing with side effects from too much HRT, like breast soreness.

Good luck with finding the right dose for you - sorry I don't have more practical advice, my own soreness from HRT actually caused me to be unable to sleep at times and I never found a suitable treatment ... hell, sometime I still get soreness, my partner accidentally brushed against me in the grocery store the other day and I was like "ow", lol - sometimes I'm just sore, usually when my estrogen and progesterone levels are higher (I cycle mine on a weekly basis).