Hi Emma, don't think I've said hello to you before
It is easier on the phone- I had a short block of calls while I was trying to sort out face to face support, and it felt like 'real' counselling. I had less anxiety ahead of it and while talking, because they can't see you so I wasn't needing to be conscious of body language etc. It'll still be uncomfortable if you're talking about things that are hard for you, I'm sure. But you can doodle while on the phone if that helps.
But I tried face to face a few years ago and didn't find I was in the right frame of mind for it then, and this time I'm sticking with it, so you might find something has changed for you at some point and that you can get more out of it next time. I've found it helpful to talk about the anxiety about sessions with the person I'm seeing- did you do this? I'm sure it's really common, as no-one goes to counselling because they're feeling great and want to share that!