I think it's normal what you're feeling. Not that long ago I didn't went to a session because I was too anxious to talk about things. That anxiety had already been building up until it was so bad that I really was afraid to go. My T was understanding. I send her an email about why I was so anxious and we talked about it in the next session.
I'm actually anxious for next session and I would rather cancel. But I know that won't help me.

I also have an anxiety disorder, it isn't as bad as it was first. I was ashamed to tell her things that made me anxious. And I still don't like to talk about things I used to be anxious about to other people than my T. My pdoc asked me one time for some examples but I felt ashamed about it even though it doesn't give me anxiety anymore. Like, In the beginning with my current T, I missed a few sessions because I missed the bus. And I missed the bus because I was too afraid to get on it when I saw all those people sitting in the bus. I think that would sound strange to people and that I wold get laugh at.

Buy yeah, it's normal that you get anxious when discussing such personal things. I still get a little anxious. I think it would be in your best to be honest about it. Tell it her in an email if it would be to scary to talk about it in person. If she know about anxiety disorders, she will understand your feelings.