I know *just* how this feels. I'm sorry you're struggling with it.

My suggestion is to explain in depth how it feels for you until he gets it.

Then, for you two to create a between session plan to assuage the pain and feelings of abandonement.

Finally, to work through any underlying past/childhood issues that are exacerbating this feeling so you can get some permanent peace of mind and replace the worry and loneliness with more contentment and comfort in his presence and your therapeutic relationship.