How to deal with fear of exams, perfectionism, and feeling inadequate?
It's natural to worry about exam scores, especially when a semester class only has a small number of exams. Discussing with a therapist is a good idea, however I did not see mentioned whether your anxiety is justified: how does your knowledge compare to the professor's expectations and to the average student in the class?
Can you visit the instructor during office hours to discuss your progress? That time is set aside to help students. Please don't feel bad about appearing to care about your grades. Grades often provide both the incentive for and assessment of understanding. Most instructors are happy to help students who are putting effort in, whether it is for an 'A' or genuine interest. Perhaps the professor can help you obtain past exams to practice on, or practice problems in a textbook, to self-assess your understanding.
Can you study with other students in the class? You could identify how your understanding compares to the class overall, and if other students understand better, studying with them can help you learn.
Ideally, by informally assessing your knowledge, you will identify whether you understand the concepts adequately. If your understanding is sufficient, then your anxiety is not justified, and your therapist can help you move past it. Otherwise, you will have identified topics in the class that you can work on to become better prepared for the exam.