I know he cares because he has told me he does, I also know he cares because he tries so hard to help me, he tells me he is worried about me, and he makes me feel safe when I am in session with him, he also calls me if he doesn't hear from me over a few day period to check in on me!

But I guess even if he didn't tell me he cared for me, I would know it in the way he talks to me, and the way he looks me in the eye and I can feel the connection.

Asking would be hard for me also, but before he told me that he cared about me, I knew he did just in the way he acted and what he said, maybe you could sit down and write a list like sunrise suggested maybe that would help you see that there is a connection there and that you are cared for in your relationship with your T.