That would never happen.
I've discussed what I do with two therapists over the years (but for other issues, not for financial problems).
Just be sure to get the right one.
The first guy I had was almost 20 years ago and he was very good. Gave me some usable life advice.
The second was 5 years ago, and he was a quack. He was fascinated about my "hooker stories" and that's really all we talked about.
I stopped going after 4 visits. $1040 I'll never get back.
To answer your original question, even though I have seen a ton of girls, I have never really had to "control myself" as the amount I have given them did not impact my finances. I do curtail my living expenses outside of mongering, though. Small apartment, plain clothes, no fancy vacations, my last two cars were both bought new, but I had the first for 10 years and the second for 16 years (only 64K on that one -- still have it and it's going good). And I am still perfectly fine for retirement when the time comes.
Like
@RaphCarden said, decide upon a monthly budget commensurate with your income and stick to it, whatever that is. And if you go over, cut down accordingly on the next month. Obviously we would all have different monthly mongering thresholds, but the important thing is to stay within them.
But right now, at 40K in the hole, you should focus on digging out and getting comfortable before even thinking about seeing another girl.
Good luck.