I do not know the answer to this as I am waiting for my insurance to pull through so I can start therapy, but just wanted to say thanks for positing this. I've been trying to figure out how to ask this question on here for a while.
If it makes a difference, here's my short life summary list:
--Don't remember much before the age of 10 (female puberty started), depression/anxiety became worse
--My strict religious mom dictated my outfits (quite girly) and hair (super long) until I was about 12
--I always felt "off", but it didn't sink in that it was gender related until about 15
--I had high depression/anxiety crap for the next 7 years, and now at 22 finally attempting to deal with stuff
Basically, you're not the only one who didn't know they were trans* since birth, and I've read a bunch of other posts where people didn't know until they were older. Worst case, if your therapist doesn't believe you, you can always find a better one. I'd be interested in reading how your experience goes, if you ever feel like sharing on here somewhere. I hope your therapist is good, and good luck.