HIPAA notwithstanding, there have been several cases fairly recently, often as a result of lawsuits, in which counseling health records have been shared with non-counseling Univ officials. In some cases, Universities have used such records to prevent students from matriculating. You are wise to be cautious about this. It stems from the lack of clarity I referenced in federal regulatory changes, and as far as I know, those issues have not been further clarified. As Stopdog mentioned, some Universities' practices are being very influenced by concerns of liability.
As far as the study abroad applications, while it's understandable that schools want to do a bit of vetting of students' psychological health in order to protect them in overseas environments in which psychological support options may be very different, it does open up potential for changes in confidentiality. I think if I were in your position, I would seek help outside the University.
Just as an example of where this lack of clarity originates (and how it really hasn't been settled at this point) a case discussion:
https://home.campusclarity.com/when-ferpa-meets-hipaa/