I am sorry your therapist did not call you back, and that you are having so much anxiety about the appointments. However, I think this is an opportunity for you to work through this situation. I have three thoughts.
First, I would tell the therapist you were upset by her not returning the call. Do not let this go without speaking up about it. The therapist needs to know your expectation and explain her part of the equation. If she says that it is not her policy to return calls this would need to be discussed and clarified. Both of you need to have a clear expectation of responsibility to each other. Don’t let this be a gray area. It is very healthy for the two of you to work out what is needed. If the therapist says she doesn’t return calls you will have to decide if this is acceptable. If she says she only returns calls under certain conditions, both of you need to be clear what those conditions are.
Secondly I would tell he about your apprehension and intimidation over the meetings. This will be grist for the mill of therapy. You need to say it; she needs to hear it.
Finally I would ask for a standing appointment. See if a time could be worked out between the two of you that would be mutually acceptable. This should help reduce the anxiety, even if the sessions were spread apart. The regularity should be helpful.
Each of these suggestions has to do with clarifying the therapeutic relationship with regard to your expectations. My guess is that expectations in your intimate relationships will be important sources of reflection in your therapy.
Wishing you patience and peace,