DD11 is an extremely sensitive child and we have dealt with many intensities early on. She has questioned her purpose in life, her frustrations over world's injustices and at times anxiety over her existence.
What has helped her is lots of conversations when she is having "her moments" as well as when it's a normal day and I bring up a topic out of the blue. I found a great book online that discussed many philosophical topics and we made it our summer project last year. I don't recall the name of it, but there are many books on philosophy for children.
I have not heard of the therapy you mention, but there is a summer camp I read about (Yunasa, I think) that is for gifted children dealing with the emotional aspect of giftedness.
Jen
