You're in Europe, so I don't know what the laws are, but in the US that would be an ethical violation suitable for disciplinary action (eta, because she breached confidentiality). Possibly a violation of the HIPAA, but not sure about that.

But that's not your question. Is this something you need therapy for, or do you just want her to butt out? If you just want her never to do this again, say so. You don't have to go into details. But if between the other client's behavior and your therapist's boundary violation, you might want to think about a new therapist if possible.