I would tell your therapist; our thoughts are just thoughts, kind of like dreams are just dreams but they can be very significant and help us manage our feelings. You have already noted that the thoughts get worse when you are in one of your very low episodes or when you are anxious about failing. I would use that to lead with when starting a discussion with your therapist:

"You know, I get these really unpleasant and scary thoughts when I'm feeling really bad or anxious about failing something. . ."