It is hard to open up in therapy for sure... Sometimes I have written things and brought them in to read to her, although then I often feel disconnected from what I've written. I'm allowed to leave my T voicemails during the week (which she just listens to but doesn't respond to), and I feel like that's sort of leaving a "breadcrumb trail" to some of the important stuff. Then she knows it's there and can help me towards talking about it. The other thing that is motivating for me in the session is to think about how I'll feel later if I don't talk about the important stuff. Sometimes that helps me be brave because it feels really horrible if I don't tell her.
I would definitely tell her you're afraid of losing her, and afraid you aren't doing therapy right... if you can attack the problem together, maybe you'll feel less like you're failing.