I think this has a lot to do with you not getting enough sleep.
Your sleep cycle was disturbed and your brain was mixing up your sleeping/waking states.
The lady/"therapist" sounds like a part of your mind that is trying to control your all of your brain states.
The part where you woke up startled and then couldn't move sounds like
sleep paralysis which goes with stress/not getting enough sleep and your brain mixing up sleeping and waking states.
You could have dreamed that you were a man because there is a part of yourself that you see as masculine - I don't mean physically masculine but masculine in the sense of being assertive, rational etc. It could also be that your mind just set it up as a conversation between a man and a woman - like looking at different sides of a story.