Write what you want to OP and I find it odd that your teacher is making the class consult him first the creative writing teacher I had actually encouraged it but did lay down some guide lines that followed the schools policy such as no profanity(she let it slide with "if your going to use it keep it to a minimum") and no drug references.

Then consult with him!

Just shoot him an email explaining that. If he knows it's cathartic and in line with your therapy, then he'll understand why it's dark, and not have to be concerned about what it could imply.

He said "consult", right? So take a few minutes before or after class to talk with the instructor and let him know that your therapist recommended this class as a way of dealing with your darker thoughts in a less judgmental forum.

Since he just said to consult him, I'm sure you could explain, but writing in a journal or something might be better anyway since in most creative writing classes you have to share your work with the other students for critique, which is not guaranteed to be a judgement free environment

I have a degree in English. There is a reason he wants to consult with you. If you writing about killing someone, or yourself they have to report it. I once told a teacher a story about a guy who went to jail for 30 years and killed himself shortly after getting out. She stopped me and asked if it was a true story. Seeing that I was 22 at the time it was an easy explanation. You need to have a conversation with your professor. Also remember that your writing will be seen by the entire class. It is their job to comment on the writing, you have to have thick skin.

maybe just write in a journal

In most classes, creative writing pieces are submitted and then distributed among the class, allowing others to gain inspiration and make suggestions to the writer. Creative writing as an outlet is great. Taking a class, not so much. Yes, it is about creative writing, but it's still a class, not an ungraded, unjudging therapy session. The teacher has rules they must follow, topics and concerns they must report and so on. You will get to express yourself, but don't expect a criticism free environment. He likely won't knock your ideas (unless he's an asshole), but his job is to improve your writing skills, not to provide you with much needed mental help.

Just consult him. He'll understand.

Just let the teacher know that and write what you like.