In all likely hood this wouldn’t be the first time she has seen this happen with a patient. If she is a cool therapist I’m sure she’ll be understanding and you shouldn’t really have anything to worry about calling her.
Just tell her. She’s very experienced with people who have mental illness, including anxiety. It’s nothing to be ashamed of. Just explain to her your anxiety was too high because you were triggered. It’s ok you walked out. It really is.