I am 45, in menopause using natural progesterone cream at night. Recently I've had mild cramping at night. No bleeding. Progesterone side effect?

Natural P4. Possible but hard to say. If you mean otc 'natural progesterone' cream from a health nutrition store, none actually contain any progesterone. They're plant compounds that claim 'progestational activity.' in studies i've seen most, especially the mexican yam products, have estrogenic activity instead! creams can be made from micronized progesterone, and these are more predictable.
It could be. Natural Progesterone cream can cause cramps. If it was a prescription, it may have what the label says it has in it, but, if it was over-the-counter, it may have some, all, ten times as much, or nothing at all in it, as otc hormones are not regulated by the fda. If the cramps persist, see your doctor!