Well yuck. You are right, after that first session, the T should be mindful that there's a good chance the client might be embarrassed or scared or ambivalent, etc. I'm sorry they didn't call. Perhaps it's an oversight or miscommunication in her office?

Do call. You can still decide not to go, but at least you are giving yourself the option to stay with them if you want. And hopefully they will be apologetic or at least aknowledge that you have been waiting for them to contact you.

gg