So is the question now, how do you get him to use gender neutral words, without also specifying the gender. I see your sticky situation.

It's your therapy, your pace. You continue using gender neutral language. If T says "he" again, interrupt him and say, "IT - we're using gender neutral" and just keep repeating it until he gets the message. You can talk about the gender when YOU are ready - his not noticing it does not mean you have to talk about it sooner. I think my T takes it for granted that I don't want to talk about a lot of stuff, but really I think I'm just clueless, unfortunately.