Mercilon pill and thrush

I started taking this pill when I was 20 first. I had no issues with it for a years when I started to have migraines and realised that it's because of the pill so I stopped. Tried various pills and methods after it which did not work out for me so I came back to Mercilon 6 months ago by the age of 27. Unfortunately this time I had bad side effects from the start. First month I bled for 3 weeks pretty heavy, then my periods became lighter, however my sex drive is very low, vagina very dry and lost half of my hair... I am thinking to switch to a non hormonal method now...

Switched from Microgynon, took Mercilon for 2 months. After I switched, I got a yeast infection (that I treated with Canesten). I continued to have headaches on pill-free days. Once in a while, my anxiety got worse, I had off days. One time I thought I was having heart issues and I got an anxiety attack over it, called NHS, they told me to go to A&E. Turned out to be a strained sternum in the end but the anxiety I have been feeling the last 3-4 months after switching diff pill brands is not me. Decided to just go off the pill completely and seek non-hormonal birth control method. I was put on this for PCOS management, but it's just a bandaid and to be honest, the lower libido is not worth it for me either as I usually had high libido before. Going to try to be more in tune with my body.

Haveny had any problems with the pill, but have honestly not tried any alternatives. Worried about the link to depression though.