There are a lot of red flags here. If the price were more reasonable/an initial consulting price I might say meet her in person before you decide, but given how astronomical her fee is, her customer service should really be second to none. Which it isn't.

Personally, I'd cancel and shop around. Your T can always let her colleague know why you cancelled. If this woman is worth working with, surely she'd call you and clear things up at that point?

And I agree with whoever said that your therapist's recommendation doesn't carry a lot of weight here -- she's a colleague of this woman, not a client.