Don't be discouraged. Keep in mind, it took time for your marriage to get to this point, it's going to take time to turn it back around...you've made a start though.
I'm sure we could all kick ourselves for our approach to our spouses at times. But remember, she's clinging to a reason for things not being the way they should...and as you've said she's mentally out the door...but not physically.
You've started converstation...that's a good thing. Whether she admits to it or not, some of the things you've said will sink in, she will probably think on them...she may resist them...but they'll bounce around in her head nonetheless.
Bring some of these things up in counseling...don't be afraid to do that. I mean, if you want to discuss the fact that she is hung up on the fact that she thinks you are gay...talk about that in front of the counselor.
The way I see this is that you are actually fortunate, I know that may sound completely absurd to you at this point but here's why I say that. In my previous marriage my H never heard what I what I was saying when I would tell him he had a drinking problem (which fyi, he did)...years went by, things got worse, I distanced myself from him physically and emotionally. He had hurt me for so long with his drinking, and not listening to me that eventually I felt nothing more than anger towards him.
I wasn't the communicator that I am now, had I been we might still be together today...but I finally reached a point where I shut down towards him. I did mentally check out like your W seems to have done....but there's a difference here between our situations...you are choosing her, my H chose alcohol. You have a wife who is still living with you, still sleeping in your bed and going to counseling with you. You've recognized the problem, you are willing to work on it, and my bet is...if she wasn't willing she wouldn't be going to counseling with you.
Keep the communication going, keep validating her, don't over do it. But do talk with her, listen to her...do things together. If she let you snuggle with her, in my eyes that's a good thing too.
Oh and I do agree with honeypot, keep it focused on her.
Chin up...don't beat yourself up, just keep trying! Persistence and consistency are the keys here!