Seeing a therapist is a great first step, congratulations for that!! Also the self-defense classes sound like a great idea.
I do want to share that when I was younger and afraid...I would "fake" confidence....and after a while..you know...I was more confident. If you tell yourself or act one way long enough, it becomes habit. Tell yourself that you're a young confident woman and act like it. Maybe you'll realize that is exactly what you are!!!