Hello!
Sorry you're having a rough time of it. I know how it can be worrying when you hear of the risks, but still want to help you symptoms. I've had many conversations with doctors about this, and basically they have said a lot of it is scare-mongering, and in reality, as long as you lead a healthy lifestyle and keep active then blood clots should not be a problem, provided that you don't smoke either.
It's true that desogestrel preparations, and loestrin bcp have shown a slightly higher incidence of blood pressure issues and clots, but put into perspective, it isn't really that much of a concern. Obviously when you take a bcp, you should watch out for any warning signs, but I think the benefits outweigh the negatives.
As far as trying the mini-pill, I'm not keen on it. I was on Cerazette for a couple of months, and it just caused be to bleed and be in immense pain constantly, acne flare-ups and weight gain, which was basically a very crappy time. Now my bleeding pattern is all over the place and I'm on Yasmin and getting breakthrough bleeding, but it's nowhere near as painful as when on Cerazette (75mg desogestrel).
The notmypill website suggests levenorgestrel and other progestogens that really are no good for PCOS as the are highly androgenic, so cause the cysts and acne etc, therefore a mini-pill using these hormones will increase your problems more than likely.
If your doc is concerned about blood pressure, I would really push for a lower dose pill as you mentioned, like Yaz or Mircette. I was on Desogen for years and never had any problems with my bp, nor any other related issues.
Another option may be the Mirena coil, which has Levenorgestrel in it, but since it goes straight into the womb, may not cause as many bad PCOS related side-effects, or at least not to the extent of taking a bcp/POP containing this hormone.
Hope this helps you xx | 
