I would mention it to your psychologist -- I too sometimes worry that a problem will disappear as soon as I tell someone about it and then I'll look like a liar, but the truth is you *are* very bothered by it, so you are not a liar. Even if it did disappear.
I have only experienced that about breathing if I can hear someone else's breathing, such as my husband at night. Then it makes me anxious because I feel like I have to breathe to match his and of course that doesn't happen and then I'm trying to force myself to breathe a certain way. It sounds like your anxiety is quite bad over this though, to lose so much sleep.
I think distraction might be one of the best ways to get your mind off of it. Can you listen to talk radio at night? Then you'd be paying attention to the words instead of listening to your breathing. I have often used talk radio at night to calm me when I'm anxious -- as long as the topics aren't too scary, heh.