You have to discuss with your therapist what to do about the therapy, how much she costs if you have to pay her yourself, work with her to talk to the new insurance company and see if your therapist and they can come to an agreement so she gets paid, etc.
Starting therapy with someone new can be hard but the therapists are all there to help us help ourselves and it's a matter of finding one that you agree with and feel helped by, not that agrees with previous ones.