I bet your T is just concerned about you and wants to check in. A brief message from you that you are OK and you can talk more at your next appointment should be enough to reassure her. You don't have to go into details of why you have not been going to fitness, etc. Just that you are OK, more later. If she answers the phone, same answer.

I too would be concerned about the fitness class people contacting my T. That is strange!