I would say pregnenolone increases mental clarity, and gives a stable, resilient kind of feeling. Progest-e gives a feeling of satisfaction and warmth that's different. I've used both of them separately and combined, they have different effects for sure.
I think progest-e is much more powerful. One time in the summer when I was generally doing well health-wise, I anesthetized my hands from taking 100-200mg. Progest-e raises my temperature a lot, sometimes past 98.6F.
They can both cure headaches, with the progest-e being more effective.