No wonder you feel down. You're living with a couple who remind you that you're away from your boyfriend, your sister doesn't seem to care and your parents don't approve of your choices.
It sounds like you need some new chums, or some activities that will 'drag you out of yourself' so that your mind can be taken off all these issues.
Your counsellor sounds like a tit - I'm not a trained counsellor, however if he suggested you were rebellious as you are dating someone of a different race, then... I think he's a tit. You've rebelled because.... you've done a medical degree? you've rebelled because..... you've had a relationship for 2 years and aren't pregnant yet? I can really see why he's saying that... honest (Not).
I would probably play down your relationship with your parents - if things are strained already... If they bring it up, I would politely tell them I don't want to talk about it, and if they continue either hang up, or walk out the room - as for mediation, I don't see a need for that as they seemed to use it to try and get you to do what they wanted.... phoning up your boyfriend and scaring him off? Eh? No wonder you don't feel close to them.
I think you need support, someone who understands you're going through issues and why your parents are being rather silly at the mo - have you thought about getting a different counsellor and not telling your parents? Also, do you have any single friends near you? if so, I know being a Junior Doctor is incredibly stressful, but perhaps if you did pilates or something like that for a couple of hours a week you would have an outlet for all this 'stress' and feel better and more in control about dealing with stuff?
Well done on passing your degree - I know it's not easy as my chum did the same thing last year....