Amuseable,

I can really identify with what you wrote. I know the feeling of wishing your therapist (in my case it was a psychiatrist) was your dad. If I could give one piece of advice it would be to tell you to tell your therapist of your feelings. The feelings are not weird, or sick, or odd. They're normal. If you could confide in your therapist, he would be able to help you as you grieve this loss of a relationship with your dad. I'm sorry you are hurting. Reach out to your therapist, let him help you.