Most people don't experience any side effects from HRT, and when they do, it's usually only in the initial few weeks as the body is adjusting. Very occasionally, some bloating and mild nausea can occur, but again it tends to be short-lived. DHEA can cause acne in some people, but this is unusual and temporary.
Don't be alarmed if you experience some bloating and water weight for the first couple of weeks while your body gets used to the medications. This will come off quickly, and it will become easier to lose weight in the long run.