I think it's totally ok and normal to have these feelings, and not something you should feel ashamed or anxious about, as much as you can. I think you've clearly illustrated that you are an active, socially connected person with what sounds like a pretty balanced lifestyle, and so overreliance or focusing only on contact with your therapist doesn't sound like a trap you have, or are likely to, fall into.
But as you say, when depression hits, it's your therapist you want, and that's because it is she who, I am guessing, is the person who knows and understands and assists most with depression and its impacts,and who is hence in the best position to empathise and support you through the times when it is most impactful on your life. That's the nature of the relationship you've built, and as far as I'm concerned it's only natural and normal that you're going to desire to seek out the person who is best able to support you through a particular issue.
Obviously, as others have said, learning strategies to cope with these times on your own is the goal of therapy, and it sounds like a goal you are actively working towards. In the meantime, feeling those times of need or dependence is just part of being connected with someone in a way that is deeply personal to you, and it's not something you should feel the least bit ashamed of. Of course it would probably be useful, if you feel strongly about it, to talk to your therapist about it, so that together you can come up with some strategies to help you through those times of need, and so that hopefully she too can validate your feelings and encourage you to work with, not around, them.
I'm sorry you had a rough weekend. They can be horribly lonely and isolating when you feel it is depression, rather than desire, that is keeping you isolated, and depression hurts right down to the core when it bites you. Take gentle care of yourself.
Maddog
