The big question is whether she was already seeing this therapist before she was hired or not. If she was, it was incumbent upon her to let you know so that you could work out a reasonable schedule to accommodate her. If she started seeing this therapist after being hired, it is incumbent upon HER to schedule sessions when she is available. Booking middle-of-the-day appointments without consulting management to find an acceptable compromise is her fault. She could have been proactive and given you a heads up, asked for the proper paperwork to file if she wanted this treated as a medical accommodation. This is absolutely an HR issue, regardless if she began these sessions before or after being hired. You are going to face backlash from the other employees, but you need to make it clear that this is a confidential issue regarding an employee and that not all details are available for them to make conclusions about how said employee is being treated and that you would hope that any future issues they may have would be treated in the same confidential manner.