. . . by continuing to receive the sacraments that Jesus will heal me,
The purpose of the sacraments is for sanctification and spiritual strengthening. I don’t recall the scriptures or common sense telling us to avoid physicians, so that Jesus alone will heal us.
The doctor is always to be consulted when we have a problem with our health, and it would be an imprudent, possibly life-threatening mistake to bypass this care in order to rely on the sacraments.
God has been pleased to bestow special charisms on certain of his servants
spiritual doctors], specifically for healing of body, mind and/or spirit. The exercise of these charisms does not bestow
sanctifying grace, but are very often the means God grants for our wholeness and well-being.
Your confessor feels this may help you, or he would not have recommended it to you. In the sacrament of penance, the priest/confessor has the special grace of his ministry, and God works in his thoughts in order to help penitents. You may trust that it could very well be a word from God sent through the priest for you personally.
Certainly, there is no guarantee that you will be freed from your oppression entirely by going one time to this healing service, because each of us has to work with God and his grace as much as we are able, by keeping guard over our thoughts. This is usually the very place that we are vulnerable, and the only avenue the devil can bring temptations to despair, depression, etc. You may need to fast from every thought that tends to bring you down and learn to replace these with positive thinking as a counter-measure.
Why not ask your confessor to recommend some self-help books written by those who have overcome these trials and know how to help you? I am thinking of one at this moment, but the author is not Catholic, and some may pooh-pooh the very suggestion.
How can i respectfully decline?
Do you hear yourself? A closed fist is not able to receive anything.

It is vitally important to have faith and be open to receiving God’s help, because He is gracious and will never force a person’s freedom. Go in peace, and confident trust!