I think that it is a great letter that Henrietta wrote. It says what she means very clearly and is showing what she needs and wants. Maybe you could explain to your T that you have a letter for H, but that you aren't sure about giving it to your T yet due to the reasons you've outlined here? Hold on to it until H says it's a good time to give it to her, and/or you think it would be a good time.

Is it ok if I write a letter to H in response?

"Dear Henrietta;
I think that protecting someone else from bulllies is what actually makes you a good person! When you protect someone, you aren't being bad. It's an admirable and brave way to be. Maybe your methods aren't the best (I don't know what you do to protect people.... but we all know that hitting and violence is wrong, so those would be bad choices), but the intention is spot-on and I'm proud of you for taking care of everyone in the best way you can! I hope that you can learn more ways to protect everyone that wouldn't need you to do any of the "bad" things that make you convinced you're a bad person. You would still be you, and nothing about that would change.. you would just have more tools in your toolbox to help everyone. Everyone is lucky to have someone like you looking out for them - I wish I had had someone to look out for me!"

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Thank you for your comments about my own T - I like your idea of writing things down in a "you said I hear" structure.