But talking about it, you have a 50:50 chance that you will continue and not be "rejected" whereas if you don't talk about it, (you don't have to say you feel rejected, you just have to make sure you understand what is happening correctly!) you could be wrong in which case you'll be unpleasantly surprised/won't be as "ready" for whatever happens. If you don't talk about it and you can continue, how will you know? You won't so you'll be just as out/rejected only you won't know good things could have happened. The "larger picture," which discussion always gives, also allows for "more" ideas/ways of things being resolved.

There's nothing wrong with wishing things could continue. That's not humiliating to express and feel! But if you have trouble thinking about how you'll feel; bypass the "feeling" and just stay with "facts". State things as if you're making an appointment with another kind of professional and just make sure they have a problem with serving you, making an appointment or that your insurance has a problem, etc. Keep it formal and non-personal when you talk about it and work with it. Then he won't have to know you feel rejected, humiated, etc.