Looks like Pamela beat me to it. All I can do is relate my story to you.
My GP looks after all my needs, starting with PSA blood tests, and then my issues with depression etc. Earlier this year when I was put onto ADs I cried in front of her. Who know about this... you, and other people in the community who know me. That's all. Why her? Because I have established a relationship with her, that I trust her with my situation. I would much rather she see me in that state, rather than some random person. She also has my complete history and I do not have to the repeat anything that I might have to tell someone new. Also when I was on sick leave recently, she also reviewed me weekly to make sure I was still OK.
Of course, I am not telling you to do the same, and I understand why you might be hesitant to do what I did. But as a aside... whenever I do see her about other things, she also asks me how I am doing mentally as well, which helps to build the relationship. Remember this is a professional relationship, nothing more, nothing less.
All the best with whatever you choose,