Hi. I think your dream means that there's an aspect of you, perhaps a behaviour or a belief, that is being killed off, and the fact that you think it's your therapist doing the shooting would make sense to me. Your therapist is trying to destroy and kill, so to speak, an old behaviour or belief in you, which is a positive thing when it comes to therapy. Death in dreams normally points to rebirth or renewal, going by what I've read.