Therapists must report abuse of a child or vulnerable person, as well as if they have reason to believe that you are a danger to yourself or to someone else. As I understand it, there is not a law that they would have to report a crime committed against you by your ex, although most would want to know why you didn't report that.

There is a guy in my class who is a probation officer, learning to be a counselor as the rest of us are. He sometimes talks about learning the difference between his role as a police officer and as a counselor. Sometimes in a case study he will say something about as a police officer, he would have to report such and such, while as a counselor his responsibility is to keep confidentiality. There is a difference between the roles, as therapists are not required to report all of the crimes they hear of - only the specific circumstances that apply to them.