I'm sorry to hear you're feeling so bad. In my experience of about 35 years of depression, you can be honest with your therp and shrink. But be aware, if they feel you are a danger to yourself or others they are legally obligated to do something. I told my therapist a few times that I was feeling suicidal. She did not force me to go to a hospital. But she did speak to me and promised if I would do something to help stabilize myself, that she could help me afterward. I made the personal decision to have myself hospitalized for a few days. The hospital actually transferred my care to a partial hospitalization program. I didn't like it for a long time, but I've adjusted to the point that it has helped me. And yes, my therp is able to help me better. Good luck. I know it's scary and it's an unknown, but you have to trust that someone knows what they are doing.

Take care and good luck.