Something similar happened to me years ago. I was telling my T (at the time) about a series of anxious incidents. I told her I had been so upset and afraid I might go insane that I decided to give up, lie (lay?) on bed- and let myself go insane. I said it a little differently- but I was totally serious.

T laughed. She must have thought I was kidding or making a joke.

I didn't bring it back up but I wish I had.

You have a chance to let her know how you really feel.