I have never talked to my T about what I need when I cry. Well, I have told her that I don't want her to leave me in silence too long because I will wind up staying silent the whole session. We have talked about me needing comfort and support when I'm struggling. But when I'm crying, I let her decide what to do.
First time I cried, she offered me kleenex, and I got mad. I didn't want permission to cry; I wanted to stop crying. I've given up the hope of not crying, so now she's happy I accept the kleenex. She says I'm making up for all the times I rejected it and am using my share. She even offered me a box to take with me when I went to county so I could imagine her giving me one
She only once sat next to me. She often rubs my arm or pats my leg. A few times she's rubbed my back. She has offered twice to hug me. For some reason I can't say yes even though I really want it. But I have never asked for any of the touching.
She does let me sit in silence crying for awhile. Then she tries to bring me back and calm me down. She knows I'm calm when I'm able to look at her again. To calm me down, she will change the subject, try to make me laugh, do deep breathing with me, help me be aware and identify my surroundings. But she knows she has to help me calm down because it's too dangerous for me to leave upset.
The thing she does that I actually like the most is that she whispers. It is so soothing and comforting when we whisper.
I don't know if any of that will help you identify what you might need or want. But I would definitely talk to your T about it and see if he's willing to provide you with some sort of support when you cry.