(((((((emiliejeanne)))))))

When I've had a hard time, and wasn't doing well, I just told him directly without going into detail that "I'm not doing well right now, and I'm depressed/anxious/sad" whatever. I start with a little thing. The "I'm not doing well" is enough.

I hope it works out for you. Don't be afraid to share that you aren't doing well, and don't be afraid to tell him that even if you laugh in session, you are sad.
It's hard to let our guard down.