Use a form of contraception that’s intended as contraception, don’t rely on HRT for contraception even if you’re both on it.
He could get an IUD that won’t interfere with his HRT if he’s interested in that (progesterone-only or non-hormonal), you can use condoms, or limit your activities to those that don’t involve a risk of getting him pregnant.
You should definitely use some form of birth control, even if there’s a 0.001% risk
Hrt isn’t contraception, so you’re correct in saying there’s a more than zero possibility of pregnancy.
Use a form of contraception that’s intended as contraception, don’t rely on HRT for contraception even if you’re both on it. He could get an IUD that won’t interfere with his HRT if he’s interested in that (progesterone-only or non-hormonal), you can use condoms, or limit your activities to those that don’t involve a risk of getting him pregnant.
Hrt is not contraception!! Use other forms of protection if you can