I'm sorry they are so upsetting for you. I would like to see you continue in therapy. Things tend to not get better on their own, and since you already have a connection with this therapist, why not? Maybe hearing from the T himself, that such thoughts are normal, plus a short term focus upon them, with discussion, would surely lessen their effect upon you, imo.
Depression tells us lies. It really is ok to feel close to your T. Usually, ppl who need long term therapy have relationship issues anyway, and having these feelings within a safe context i.e. with an ethical T, will help you to learn about safe relationships, and feelings, imo.

Your T is used to helping ppl with these thoughts and feelings.
You sound like you've already done much of the work in building trust with the T, now why not take the next step and reap more of the reward for the effort?