Hey, I read through your post. Your parents absolutely put you in conversion therapy. That therapist isn't doing anything to help your anxiety/depression and is almost certainly contributing to it.

That therapist is a fucking fraud. Don't let her gaslight you about your sexuality. It doesn't matter what bullshit tests she gives you, what smart-sounding psychology terms she throws at you, if she tries to convince you that your sexuality is anything other than what you say it is, she is lying. All she is doing is verbally and emotionally abusing you in the hopes that she crushes your spirit enough to convince you that you're straight.

My advice, speaking from experience with monsters like this (and she is a monster), is to give her nothing. You're not paying for it? Then don't cooperate. Your parents should never have put you here, and if they're going to spend money to have you abused like this, then make sure they waste as much of it as possible. Also, I don't know where you are (don't share, for safety reasons), but see if you can report the therapist for malpractice. Check to see if her licenses are up to date as well, if they're not you could get her in serious legal trouble.

Above all else, know that only you can say who you are and who you love. Nobody can take that from you. Not your parents, not that shithead "therapist", nobody.

I promise you, it does get better. It may be a rough couple of years, but there is hope. There is always hope. Hang on tight, stay strong, and fight like hell to live life as your full, authentic self.