Even if you don't leave Michigan, you can go to a state school that is far enough away from your parents so it will feel like you are out of state. This may also mean some of your friends will decide to go to that school too.

I live about 2-3 hours from my parents right now and about 4-5 hours from my sister.

Moving helped with my anxiety. I think your therapist is right....but that's only if you're willing to make that jump. The best way to face anxiety is to meet it head on.