I'm sorry it's so difficult for you and that you seem to be missing out because of anxiety. In my experience though, your therapist is right - it's better to talk about things. When you keep anxiety private, the only person whose opinion and experience you have access to is yourself - and you are scared and don't find a solution, which is likely to scare you more and grow the anxiety rather than encourage living life with its (calculated) risks so that you can enjoy it. When you talk to someone else, particularly a good therapist (or someone else that you trust as well), you give them a chance to encourage you and offer different opinions and stories. Like any secret, in my opinion, unspoken anxiety just grows heavier, and you don't have to carry it alone - though I suppose the idea of sharing something so private can be scary and anxiety-provoking in and of itself sometimes.

I hope you continue to try though. Maybe with this therapist that you're seeing now or perhaps another one - I don't know the details of your therapy. But you certainly deserve to give yourself a chance.

Have you talked to your therapist about how to cope with upcoming exams? If you have, it's understandable how you might think therapy isn't working, and I think it's understandable either way that one gets upset when one put so much effort into a therapeutic process and yet the anxiety keeps coming back with such force. If you haven't discussed coping techniques with your therapist, it may be very helpful to do so, so that it may go better and more easily in this upcoming exam or at least in future ones.

You sound like you're struggling and it's sensible to ask for help rather than give up on it when you need it most, but at the same time your discouragement is also understandable. I hope you feel better soon and find the strength to focus and keep trying.