Tina,
Their are benzodiazepine receptors in the digestive system. Many people get anxiety-related stomach and gut problems. There are certain serotonin receptors in the gut too that are involved in this situation. Progesterone is known to increase GABA which can have a calming effect in the nervous system. It is likely the Megestrol is augmenting progesterone effects which is having an anti-anxiety effect and eliminating stomach discomfort.
The OAT may be helpful, but ultimately it sounds like hormone testing is important.
Dr. Woeller