I would definitely be direct. I see my T on a Monday and often by thursday/Friday I have a little panic as to whether she is still there, even though I trust her and the rational side of me knows she is. So I often just send her a quick text saying "just checking you are still there" and she always responds, usually immediately. She also often says to me at the end of the session "I'm here if you need me or just need to check in"
How to break that cycle I don't know as I haven't managed it yet, although my T is about to go away for nearly 2 months and I feel like I can't just randomly check she is still there between weekly phone chats as I don't want to bother her on her break