Ask all the questions you want to ask. She is here to help you and that will only work if you can establish a working relationship with her. When I first had therapy they pushed me around quite a bit and made me answer questions I didn't want to. Now I just say no, if I don't want to. And I talk about the things I'm comfortable with. I don't know how many sessions you're getting, but even if it takes you two thirds of them to get to a point where you can talk about particular things, you will benefit so much more out of the last third.
You couldn't have anticipated it happening like that. I guess they came around rather obviously, but it could have been plain clothes officers under other circumstances. Try not to worry to much about your neighbours, give it a few days and they will have moved on to something else. You've got enough on your plate. But I can imagine that was a very uncomfortable situation to end up in
Sending you hugs and comfort! Take care! xxx