Is this a recent development, being more forgetful, or has it been more of a lifelong thing? If it's been going on for a long time, you may want to consider getting screened for ADHD. This sounds similar to an executive functioning issue, which can be part of that. If this is a fairly recent development, I'd see your (regular) doctor for a full medical workup to make sure nothing is going on that could be causing it. It may just be that you're under a lot of stress or something like that, but I'd want to make sure there's nothing else going on.

As for EMDR, based on what I know about that, I'm not sure how it would help with memory issues. Unless it's a case where you're dealing with lots of trauma that is taking over your brain space where you can't focus on other things. I'd ask your therapist more about that.