I'm going with the premise that therapist#1 does not know you saw therapist#2, at least officially because you never spilled the beans. If you want to stay with therapist#1, then I don't see this as a problem, because he is hopefully getting insights in his therapy with #2 that will be benificial to you, and his other clients. If it is to disturbing for you to know that that #2 knows whom #1 is speaking about, then I see two options; you come clean with #1 and process the meaning of all this, or you move on to a new therapist. The therapist for appointment you missed has not called back, so maybe you need to move on from him. These are my opinions only.

I'm aware from your other threads that money is a factor for you to see anyone, but maybe you can find a low fee public clinic , clergy, etc. to tie you over till you can afford and find who you want, even if it's back to #1.