I have never terminated with a therapist I had a good connection with so I can't really give any meaningful input - I have terminated twice, in very different ways, and at least the first one was difficult. I felt guilty because I just stopped going, and told her answering machine I was not coming back. But I never felt any heartache about not seeing that therapist again, nor my second T whom I terminated with to start therapy with current T.

That being said, bringing a termination letter to session sounds like a good move to me. You have time to think about what to say but you also get to discuss and process it. Thinking of you - I understand that this must be extremely hard.