While our minds may be compartmentalized to an extent, I think there is a significant degree of intertwining between various facets of our lives. It could very well be that your anxiety and depression issues have some relationship to the gender issues that you are experiencing.
What a therapist does is help us to unravel our “stuff”, but unless they have a good picture of what all our “stuff” entails, they may not develop a good sense of what is going on. However, having sufficient trust to admit very closely held thoughts sometimes takes a while but it is well worth the effort.
So, I have one question:
After you made the admission to your therapist, how did YOU feel?