It sounds to me like some FAMILY therapy is in order. Your child is struggling. Does she have a male role model in the home? If not, please find her a male role model (grandpa? uncle? one of your cousins?). Little girls NEED interaction with healthy male role models.
I do think that you're overthinking the therapy situation. It's NOT a bad thing. We often NEED an outside perspective in order to fully deal with a situation. Who better to give that perspective than someone who is trained to understand family systems? Who understand a child's phsychological development and what affects it?
Just because you go to therapy doesn't mean they're going to diagnose you or your child with anything. I'm willing to bet that your child doesn't have anything to be diagnosed with...she just needs some positive attention, and some ways to deal with the emotions she's having.
My father was hit by a truck and killed before I was born. I remember being about 6-8 and struggling with seeing the other little girls with their daddies. And when adults use euphemisms about death like "He's in a better place" or "He's in heaven," or "He's gone," a little girl becomes preoccupied....is he dead or can he come back? Why won't he come back? Doesn't he love me? Aren't I a good girl? Well, if Daddy won't come back...I must be a bad girl. I'll behave in a bad way because I'm a bad girl and nobody can give me a straight answer.
You can see how these thoughts could spin out of control...in a perfectly healthy child's mind.
That said, you are not equipped as a mom to properly deal with this. You should be RUNNING to the therapist's office...they can help you to solve the problems that you're having in a healthy way that will not cause FURTHER problems. Instead of using the "hit or miss" method, you can use methods that are tried and true. Therapists aren't just quacks who hand out meds. They are problem solvers because they look at the BIGGER picture in a way that we can't because we're too close to it. We can't see the forest for the trees...but they have Google Earth and can zoom in and out easily. :-)
Family therapists use different theories. Call around. Ask them what theory they ascribe to and then get online and learn more about it before you visit them. My husband prefers Bowen Family Systems theory (he's a Marriage and Family Therapist). I've read a lot about it (I'm an Army Combat Medic and EMT) ad agree with it.
You have to go with what you believe in, and that will take some research on your part. And I think it will help you to feel more comfortable with what's going on and seeking help.
I hope I've helped you to find your way a bit.
Give your daughter a big hug. Take her for ice cream and go inside. Sit at the table and talk to her about what she wants to do for the weekend. Spend time with her that has NOTHING to do with anything but the fact that you love her for HER.
God bless you and your family.