You didn't screw up. You just did what you were comfortable doing. and that's okay. Just keep going and let it happen and try not to judge yourself. It takes time to feel comfortable and that amount of time is different for everyone. Going monthly doesn't seem ideal for establishing trust and comfort so even though it's been a year it has only been 12 spread out sessions. Give it more time.

I'm not sure what prompted his asking about terminating, but if it was me I'd have to ask him.

Go back in a week and see how it goes. Weekly might work better for you; a month is a long stretch to go between sessions.