Swap from provera to progesterone capsules

I went to the gyno recently and got my blood test back from the first time I went. My first appointment with her, based on the results, she pretty much knew I had PCOS (before the blood test results came). I had high testerone and irregular periods. So she gave me provera and taught me when to take them. However, the following week, I had to go back to my gyno to discuss my blood test results and for the most part my thyroid was fine. My ovaries were okay. They weren’t large or had anything abnormal from an ultrasound that I did. We confirmed that my testerone was high. And my LH was low and my FSH is high. But based on my first results, she decided to swap my medication to a more natural kind of progesterone and see if my FSH and LH would flip meaning FSH low and LH high. Right now I am on progesterone capsules 200mg for 12 days every other month.

Just wondering what is the difference in medication? I know that the provera is very strong as she explained to me but I guess is there anything else I should know about them? Long term wise? Healthwise? I’m quite new to PCOS so trying to educate myself alittle more. She also said I should definitely not have birth control as that would just make me gain weight.