Yes, it's normal to think physically again and to have an increase in fear. Look at it this way, if you didn't have these episodes of feeling these sensations, you'd never have the opportunity to realize that they are painful, but you are not damaged - you're OK, just feeling sensations. The cruix is the anxiety. The sensations you fear are not just the sensations of pain you might feel but also the sensations you feel of anxiety, which can create a lot of thoughts that make us think things aren't OK. We catastrophize or we beat ourselves up.
One of the biggest parts of this work is the mindset. In The Way Out, there's a passage where Alan Gordon writes about starting to drive again, and his fears and anxieties, and how he works with that...by allowing it to just be there. He has physical sensations of fear and anxiety but responds to them calmly and they dissipate pretty quickly. Along with the sensations you'll probably get those annoying thoughts, but they are simply thoughts - just let them float on by. Claire Weekes has written a few books about anxiety that are the TMS go-to books. She is old fashioned but has very explicit directions on what to do with anxiety and her suggestions work if you use them regularly and over time.
As you are working with your PT - think about your relationship with them. How do you feel like it is going with that relationship? Do you feel pushed? Would you like to continue but perhaps slow down or have each part broken up into smaller segments? I too use a PT - I went to a few of them, but this is the one I trust. We go VERY SLOW - I see him only once every 6 weeks and do the PT at home (it's a unique method) on my own. This is very helpful because I can utilize much of the TMS mindset work as I do these movements. Now, the movements are not going to "cure" my TMS and I am very well aware of it. I use them to help break my mind of the fear and encourage me to do other movement every day and get my nervous system to accept the fact that the movements are absolutely safe. That can be a challenge when fear creeps up..brain senses danger and sends that message to your nervous system but over time you'll break this cycle and it's really what Alan Gordon's book is all about.
Time and practice is the way to get a handle on these things. It might take you 10 times, it might take you a thousand times. You just have to have faith (or crush your doubt) that you will eventually master the mindset.