@OP -
What happens if you are not cleared for your sport? Your parents will find out if you lose your scholarship.
Believe me, I understand where you are coming from. There are many things my parents went to their graves never knowing about me, some of which involved me paying for my own medical care during and after college, but none affected my mental health or my ability to remain in school, which I paid for entirely by myself. However, these are different times and, again, I urge you to consider talking to them. I had a bf who is bipolar and he could not have functioned in life (he was in his 20’s when diagnosed) if not for his parents’ help and involvement. You want to get ahead of this situation. Talk to the therapist first and see what your actual diagnosis is and then make a plan.
Good luck.