Hello OneTreeinTheForest: I noticed this is your first post here on MSF. So... welcome to the forums.
I hope you find being here to be of benefit.
I was glad to see you're participating in CBT. But I do think (IMHO) you need to talk with a therapist regarding what you're struggling with. I don't know if the therapist you're seeing now is the right one to do that with. You'd have to be the judge of that. But either with your current therapist, or perhaps with another one, I think this is something you need to talk through at-length and in-depth.
I'll tell you I'm an old man now. But I've waged a life-long struggle with my gender identity as well as having proclivities that would place me within the ABDL community as well. Actually, I've read this combination is not unusual. (By the way, I was bullied, both verbally and physically, throughout high school as well.) Of course, way back when I was young, these sorts of things simply were
not talked about and there was no internet. And, at least where I lived, there were no therapists the average person could see. So, I literally spent decade upon decade hiding as deep in the closet as I could get. And in many ways, I think it destroyed my life. Plus, I in turn, destroyed the lives of a number of others who deserved infinitely better from me. Perhaps had I had access to the kinds of therapies that are available nowadays, at least some of this could have been avoided. All of this anxiety, depression, fright, shame and hiding you've mentioned (which is what I experienced and did too) is (again IMHO) no good and no way to live.
I will suggest one does have to be careful about what therapist one chooses to disclose this kind of information to. Therapists, like everyone else, have their prejudices. And they don't all know everything there is to know about everything. My own (admittedly limited) experience with therapists over the past few years has convinced me disclosing to the wrong therapist can do more harm than good. Unfortunately, sometimes it's a chance you have to take. The best you can do, perhaps, is to interview a few therapists prior to going ahead with them to try to get a feel for whether or not they're going to be supportive. Then, if the therapist you choose turns out not to have been the best choice, keep trying to find one who is. Sometimes it can take some time, and a few tries, to find the best therapist for you. (If there's an LGBTQ+ organization in your area perhaps they might have a list of therapists and that might at least be one place to start?)
Anyway... these are my thoughts with regard to your post. Hopefully other MSF members will have other perspectives they can offer. My best wishes to you.