Tried to edit my message and it glitched, and appears to have been deleted on my screen. Essentially I said that pregnenolone, for me, isn't as good a decision as progesterone because pregnenolone can also synthesise into pregnenolone sulfate, which is a negative allosteric modulator of GABA.
Progesterone however will only become 5-alpha reduced into 5a-DHP (a weak positive allosteric modulator) and then into Allo through the 3a-HSD enzyme.
Therefore progesterone feels like the most useful option.