One thing I can tell you about your 'nightmare scenario' is that often when women start talking about a problem, they don't necessarily want the problem 'fixed', they just need to talk it out. I know that it sounds like she wanted an answer as to why she is going, but she really just wanted to put a voice to the worries going around in her head.
Having someone try to 'solve' all our problems makes us frustrated, and makes us feel like your minimizing the problem. "Well, if he thinks he can solve it that easily, he must think it's not very important!"
Quote: W: I guess I'm kind of nervous about this appointment tomorrow. I don't know what I'm going to talk about.
Me: That's not encouraging. I can't really tell you what to talk about with her.
W: I guess I don't really know why I'm going.
Me: Well, I don't want you to feel like you're going there just because I want you to go there.
I think here she was just looking for your support, you know, encouragement and perhaps some validation of her feelings. She is understandably nervous, and I can relate to her not being sure of why she is going. Is the C going to find fault with her? What if he asks something she's not comfortable answering? What if he asks questions she doesn't know the answer to? Kind of like going to court and facing the judge!
My advice? Next time, just listen attentively. Make the suitable comments to let her know you are listening, mirror back her feelings, validate her feelings. Let her know that you are there to listen, and don't feel like you have to fix her!
Hang in there... God created us with two ears and one mouth... listen twice as much as you talk!