The therapist just wants to talk to Anna at first. Elsa can't say she isn't scared, but at this point, there's very little she hasn't said.
She doesn't know what they're talking about. She sits in the waiting room, ignoring the other people just as they ignore her. There's a little girl, maybe seven, staring at her stomach. She's called away soon after, though, leaving Elsa alone to her thoughts.
Anna opens the door only a few minutes after, beckoning Elsa in. She looks nervous, which only makes Elsa feel the same.