There is no point whatsoever in having T at the expense of sleep. The need for regular sufficient sleep is a major, overarching, high priority need that trumps any other concerns, including therapy. Priorities or, using an older expression, "first things first".

Especially with anxiety, because lack of sleep will make anxiety worse.

So, on those grounds alone, even without considering your own professional identity, no point to strain yourself in order to be in therapy.