I think most T's recognize that special bonds are formed in therapy. After all, they're "that friend you've always dreamt of having". They listen to you, they give you advice, they compliment you, they're there for you through your ups and downs... That's as good as it gets in terms of friendship, am I right?

That being said, I think your T will understand when you tell her how upset you'll feel when you have to leave her. Seriously, just tell her how much she means to you -- tell her how much she has helped you push through your pains and struggles, and express to her that you wouldn't have been able to do it without her. You don't have to say anything special. Just be honest and share your true feelings. In fact, you can literally say "I hope you understand how much pain and sadness I am going through. Your help means a lot to me."

That's what I would do. Best of luck