Was the Progressive Era truly "progressive"? Or was it conservative? Did the Progressive movements expand or limit democracy? Defend your answer with specific examples.

This is a fascinating collection of questions that ultimately boil down to a deeper question: What was the Progressive Movement actually about? In answer to that question, I sincerely doubt that there was anything truly conservative in the Progressive Movement. At its core, Progressivism can be summed up by the word in its name: it's about progress. The Progressives were very much pragmatists at their core: they looked to identify various political and social problems within the United States and use the powers of government to address them, all in order to create a better future.
I would note, first of all, that there are certainly elements to the Progressive Movement which were deeply democratic. The Progressives were critical in pushing the Seventeenth Amendment, which allowed the populace to elect senators directly, and they also supported the cause of women's suffrage. Additionally, one can point towards political reforms such as the recall, as well as initiatives and referendums, which greatly increased the scope of American democracy and the influence of citizens within it.
However, at the same time, the Progressives were not shy about restricting democracy if it was in the service of progress to do so. Centralization of executive power is essentially the opposite of a truly democratic principle, and this is one of Progressivism's critical themes, as was most famously the case with Theodore Roosevelt. Do note, however, that this isn't necessarily a criticism. Roosevelt did a lot of good through those interventions: for example, prosecuting trusts which were seen as threatening to the public good, pushing through the Pure Food and Drug Act, and instituting conservationist policies. Nevertheless, even when it was to the benefit of the public welfare, it remains what it is: centralization of the executive branch.
Finally, while we focus on the positive impacts of the Progressives, we should be aware that not everything they supported and called for should be held in high esteem. Their vision of social progress had its shortcomings, as well as a very real dark side. Be aware, the Progressives supported Prohibition as well (and this can be, at best, labeled a well-intentioned mistake). Even worse was the connection between Progressivism and eugenics. Progressivism had, at its core, a belief in the importance of human progress, and in the eugenics movement, we see that same vision manifested in a particularly horrifying fashion. Furthermore, note that the eugenics movement grew across the Progressive Era before reaching its peak in the 1920s and 1930s. If we are to celebrate the achievements and advancements of Progressivism, then, we should be aware that it also included elements (most notably with regard to eugenics) which have been rightly condemned by history.