My ability to do this varies immensely depending on my emotional state and what else is going on, and probably the context of the conversation. Often at some level I know I'm not hearing correctly but I can't seem to stop the slide and take time to check; and suffer the consequences for it ... then usually try to correct my misinterpretation as soon as possible. That's really good you were able to talk about what you thought you heard and discuss that with your T.

My first T used to often ask me

"What did you hear me say?"

when she could see my reaction didn't fit her comments, which helped a lot some of the time ... and was erm irritating at other times