I've seen TRT lower cortisol in some men, others it does not effect. As far as pregnenolone, LH initiates the production. If you are on TRT, your LH levels are going to be extremely low and the body will not be sufficient at producing preg. Some guys supplement Preg, others do HCG to keep the P450scc open. DHEA is produced by zona reticulata and zona fasciculata of the adrenal cortex so your body will still be pumping out DHEA even on TRT.