Not sure why you're going to therapy, this guy doesn't sound like he'd get a 1,000 miles near a recommendation letter!
And basically, if you're not chasing a letter, you really don't have a reason to be in a therapists office. Anything that can happen in a therapist's office for $100 can happen with a good old mindset of daring to chase exactly what you dream, no matter what type of society or family you're surrounding yourself with. Either you aren't open-minded enough to go forward with your personal life choices, or you need to move to a place that accepts your goals peacefully, however tough it may be to make that choice. It's really all that a discriminatory therapist would have to say, he's not going to hold your hand and provide and solution for your personal needs; that is, unless your needs are conformity.
For example, say you're confused on your gender. A proper therapist would say "Well, just dress and express however you want for now, find exactly what makes your day filled with permanent joy - hold nothing back and care less what others think, you
deserve equality." If you live in a place where that type of expressionism isn't even promoted by therapists, it's probably time to pack up the bags. Your life really will go nowhere unless you're able to take control; the only thing a discriminatory therapist will do is stall you and congratulate you on being as depressed in life as he and his other patients are. You really have to find your own way, and if you feel that other genders are for you, the only place where you'll be able to peacefully and happily test the waters in a realistic way is to find a society that accepts it.
Now, of coarse I'd say it's a possibility to stay where you're at and go in stealth mode, sneaking around to bars where people wouldn't possibly know you and such, but unless you have a therapist to share that with, it makes it seem sneaky and that can really interfere. It's really better just to cut all ties and get an excuse to go some place else for awhile; unless, say, you have a crush on someone in your residence area

.