The article I linked to covers this:

https://transfemscience.org/articles/oral-p4-low-levels/

the t;dl answer is basically no - rectal administration is really the best option.

It’s not really a big deal tbh, plenty of medications are administered rectally (or vaginally).

here’s the longer answer:

for sublingual there are two problems:

Sublingual progesterone appears to achieve high and more physiological progesterone levels than oral progesterone but has a short duration of highly elevated progesterone levels similarly and necessitates administration several times per day (Wiki; Graph). Moreover, although sublingual progesterone may have been more widely available in the past (Wiki), it is available today only in a couple of Eastern European countries (Wiki).

so:

1. though it raises the blood progesterone levels much better than oral route, the metabolism is too spikey so you don’t really benefit from consistently elevated blood progesterone levels, making it somewhat pointless (this is a similar problem with sublingual estrogen)

2. sublingual progesterone is not available for most people, very few will have access to it

The problem with transdermal is that progesterone does not absorb through the skin well, so it doesn’t raise blood progesterone levels sufficiently, it’s similarly low as oral route:

It is notable that transdermal progesterone achieves very low progesterone levels similarly to oral progesterone and is not a good option for progesterone therapy (Wiki; Hermann et al., 2005; Graph). Progesterone levels with neovaginal administration of progesterone in those who have undergone penile inversion vaginoplasty are likely to be low similarly.

so again, not an option.

The real alternative to rectal is daily injections - which is again impractical not just from a cost perspective, but because injectable progesterone is not widely available.

This is why rectal administration is basically the only reasonable route of administration for progesterone.