If you feel as though you have to say something about therapy I would just say "I am in therapy".

Likely they will simply ask "how's that going?"

I would just say "fine".

Regarding the supplements, I think you should tell your them that you are taking then. You really don't have to say why. I doubt you will get hammered for that at all. A lot of people take supplements for a variety of reasons.

All in all, you are in control of this visit and you don't have to say anything you don't want to.