[AliceDydro]

Dydrogesterone is an atypical progestin, in that it has very little activity on other receptors. It is well-absorbed via the oral route compared to Progesterone. From Wikipedia:

Dydrogesterone is synthesized and manufactured by treatment of progesterone with ultraviolet light exposure.^[43]

The study you linked to does not specially mention Dydrogesterone at all.

In one that does from the BMJ, it found:

Compared with no exposure, conjugated equine oestrogen with medroxyprogesterone acetate had the highest risk (2.10, 1.92 to 2.31), and estradiol with dydrogesterone had the lowest risk (1.18, 0.98 to 1.42).

It also mentions:

Two French studies investigated VTE risks associated with different pharmacological classes of progestogens and found that pregnane progesterones including dydrogesterone and medroxyprogesterone acetate were not associated with increased VTE risk. 16 17 However, these two studies were insufficiently powered and produced findings with wide confidence intervals.

So it seems that CEE (conjugated equine estrogen) is a significant factor in the risk, rather than Dydrogesterone itself.

Another study from 2009 says that DYD is as safe as Progesterone when taken with Estradiol. From the Abstract:

According to the Women's Health Initiative (WHI) study, the most important risks during combined hormone replacement therapy (HRT) are breast cancer, stroke and venous thromboembolism. To date, combinations of estradiol with natural progesterone or its retroisomer dydrogesterone are the only combined HRT regimens for which large case–control or cohort studies show no increase in any of these three risks. Moreover, due to the neutral effect of dydrogesterone on the vascular and metabolic systems, the preventive effect of the estradiol component with respect to myocardial infarction and metabolic syndrome can be maintained if HRT is started early after the menopause.

There was a well-referenced chart on Wikipedia that appears it was removed because the study it quotes is behind a paywall. It lists many Progestins and their relative impacts.