Hi Denise: I am sorry to hear about your difficult times. I still feel bad recalling reading about your situation with your wife during your trip to Las Vegas.
Firstly, do not worry about anything that you say to the counselor. Unless you do or say something that can be perceived as a threat of violence against yourself or others everything that you discuss with a counselor is priviledged information. They cannot reveal it to your employer or anyone else.
Secondly, from what you have described I don't see that you have a cause for action. It sounds like this co-worker is behaving obnoxiously/offensively to your past and present supervisors and causing a stressful and unpleasant workplace. Bad as this is, unless this person says something offensive to you or does something to you that is in violation of company policy there is not much that you can do.
I am sure that there is more to the situation and I am sure that there are elements that you may not want to share with us here but barring any more info I would advise you to simply stay out of and away from the entire situation.
Best of luck to you and I hope that things improve for you soon.