I think it's not hard to believe that she would have been wary of trying to find a new therapist, in her new role, or reluctant to use one she may have used previously from her California days or first marriage breakdown.
This is why it is so hard to believe Harry didn't step in to help her, the woman felt like she was going to take her own life and that of her unborn son, Its hard to understand why she would have gone to HR in the first place, especially when at that time they believed the 'Firm' were leaking like sieves against them. If Harry was totally useless, what about Eugenie who was already a friend and close to Harry, who would have been very discreet, and whose mother must have had therapists on speed dial. The whole HR people not helping, looks like it was just thrown in there to fit their narrative of the horrible RF.
At the same time, when she is felling overwhelmed during her pregnancy, Harry is bringing up an episode from years previous, telling her his family said racist things about their future children, why wasn't he protecting her from unnecessary hurt?. I don't know how she is still married to him, in hindsight.