If i came out to my doctor as being a trans and she sends me to a psychiatrist, psychologist, or therapist will my insurance cover the sessions? Here is my thought, if i came out as trans then my doctor will refer to them and put down the visit over to them as being a trans related problem. My insurance sees that and now does not want to cover some of the cost of the sessions.

Should i avoid telling my doctor and seek someone that will help me by myself?

Look at your insurance language. If your policy does cover it then yes you will be covered.

If your insurance does not cover it, go to a therapist (who is a gender therapist) and ask them if they will do sessions with you and list it under "Depression."

You do not have to tell your doctor about your gender identity if you do not want to. You can go straight to finding a therapist (unless your insurance requires a referral). If your insurance requires a referral, then I would tell your doctor so you can get a referral to a doctor.