I speak to my T and pdoc about schooling both have said I can ask of talk about professional issues anytime. My pdoc let me use a session to do a mock T session for a paper I was writing. I see no problem with any of that part of your relationship with your T and I don't think it's considered a dual relationship in the code of ethics.

What is very concerning are the sexual comments and especially the video. Eww is right. I can't think of an instance where it would not feel weird to get a video like that unless I was dating the person.