Becoming the observer is a good thing to practice @Birdofparadise8 - first step is just to observe yourself doing the thing, in this case the nervous laugh. Just notice it. Don't judge it, don't push it away or scold yourself for it, just.... notice. Make a mental note.
This is exactly why your psych is pointing it out in the moment, getting you to pay attention to these things. Awareness is the first step to any kind of healing.
Once you start noticing, you can also start asking yourself questions like, what was it about that moment in time that made me feel nervous? What happened that kicked my defenses into action? Exploring those thoughts can help you to gain insight into your inner world, and understand better about the things that feel threatening to your nervous system.
Re: not knowing where your sadness is in your body - well you were able to describe it really well as a big black ball. Is the ball in your gut? Does it rest heavy in your shoulders or your chest? Or do you picture it outside of yourself? Does it have substance or is it an emptiness, like a void? I don't necessarily need you to answer these questions here, just some prompts to get you thinking.
Also, just back to what you said about your dad's response to you - to me, it sounds like he was trying to be helpful. Everyone has different ways they respond to others' distress. It's not an uncommon trend (just a general trend and definitely not a difinitive rule) that men tend to respond with solutions first, and women respond with empathetic statements first. I asked one of my friends about this once and he said it felt odd/impractical to simply sit there wallowing in the emotion when a possible solution was right there, ready to be explored.
It might be an idea to let him know that whilst you appreciate him trying to help, what you want first is just some empathy and kind words, and then once you've sat with the emotions for a bit you can move towards more solution-focused stuff.
Phew okay! I am sorry for the wall of text, I was modding PGC and had to catch up on everything. You should come to the next one! This week was so valuable, I even learned some stuff I wanna take the time to reflect on!