You might want to look up alexithymia. There is no "thought distortion" behind this condition. Some people simply are not in tune with their emotions.

Distorted self-image can result from alexithymia. For instance, I often feel guilty for being a "dead evil robot". But my alexithymia was not caused by my low self-esteem.

Sometimes. And then sometimes someone has physical symptoms of anxiety completely in the absence of an underlying trigger or thought. They may be in therapy not to self-correct thoughts, but to simply learn how to relax. Interestingly, alexithymics also tend to be anxious, but they don't know it. Their body does, though. They may seek therapy to treat psychosomatic illnesses.