If she gave you an email adress you should write her there. Just be honest and start with the fact you wanted to tell her that during sessions but the anxiety was more than you could handle. She will understand.
I had my first therapist email and that was useful. Also, when I had to call her for something but was too anxious, I would just write a text message.
With this new therapist I do not have the email option and the part I cant really open up about is romance.
Hope you will find a way. Take care.