Yes you can have been sexually abused and not remember it happening. it is called having repressed memories. Rene Fredrickson wrote a book on the subject called "Repressed Memories.

Also I have to say that I am shocked that your therapist said she believes you were sexually abused before you told her of having any memories. From what I know and have experienced therapists are not supposed to "plant" ideas of abuse by bring up the topic before the client has any memories. This came about a years ago when therapists were found to have been creating false memories in clients. So now there are USA mental health guidelines prohibiting USA therapy professionals from stating they think or believe a client has been sexually abused BEFORE the client themselves tell the therapist of having a sexual abuse memory. Basically by a therapist saying it before the client if the client ever decided to prosecute their abusers they cannot becuase the case is thropwn out of court on this "False Memeory" law and rules of mental health ethics. So Im shocked that that therapist would do this to you.

My suggestion if this ever happened to me would be dropping the unethical therapist and getting someone else that would focus on what I brought into the sessions instead of reading things into the situations especially when I don't have the memory of what they are reading into it.

Hang in there