I started weaning off slowly around 13 weeks and will be completely weaned off by 15 weeks. I took a very conservative view and probably could have weaned off sooner and more quickly, but I just wanted to play it safe.
As far as development goes, by 14 weeks your placenta should have completely taken over progesterone production, so there shouldn't be a need to continue supplementing.
The issue with stopping suddenly vs. weaning slowly isn't really so much a danger to the pregnancy at this point as the possibility of side effects (headaches, etc.) from the sudden stopping. I know it's so nervewracking to stop something that has helped you carry the pregnancy so far, but you'll be fine