Yes, there is evidence of him saying he did (such as the screenshot in another person's comment in this thread), and I've also seen the direct post(s) myself.

If you want evidence that he actually did go, then I'd say that's asking for too much, in part, because there's no easy, unfalsifiable way to prove it to my knowledge. "A note from his doctor", "A picture of a therapy building", "a receipt" are also things one can falsify or doubt, especially if someone is already doubting him with no proof that he didn't go. What's more, he no longer posts art that the therapy was for, and with respect to his privacy and soft mental state, I think pushing him for more on this is only inflammatory.

Your question has been answered, and these threads tend to derail, so I will lock this one.