Does your therapist know about what's been going on for you recently? If not, perhaps you should tell her? Or maybe if she does know, she thought you would find DBT helpful for situations similar to this again?

Your therapist sounds very caring and committed. I'd be honest with her about what you want - if you want to stay with her you can tell her and perhaps you could come to an agreement, but if she still thinks it best you do the DBT first, at least you'll know she understands.

Take care; I hope your session goes well.