Admitting to carrying a knife?

Ok so I’m suffering with postnatal depression and anxiety. Last night I had to just get out of the house for a bit I felt like I was suffocating so at 11pm I went for a walk. Although my mind is constantly telling me that something bad is going to happen and replaying crazy scenarios over and over. I wanted to go out a walk but I was scared at the same time because I basically convinced myself that I was going to be attacked. I decided to take a knife out with me in case I needed to defend myself which is obviously illegal. I clutched onto it in my pocket and walked around like a nervous wreck, paranoid as hell. I was not in a good way I felt like I was going crazy. Anyway I feel like I should talk to someone about the way I was last night. I’m in regular contact with my health visitor and a perinatal mental health nurse so I was thinking about bringing it up but I’m worried it’s something that can be reported? I don’t want to get into trouble.

I’m in the U.K. so according to the law even if I wasn’t intending to use the knife it’s still illegal. I also do get thoughts of hurting myself that my nurse is aware of but I’d never hurt my baby.