I'm very sorry about what happened.
I do believe you should go to see a counsellor, there's nothing wrong with it at all. Even if you go there just to talk about the event to get it off your chest. Sometimes talking to someone who doesn't know you about these things is good for the soul.
In terms of self defense, we martial artists do what we can. We train ourselves to react the best we can to whatever situation we come up against. At least we know that in such a situation we have a higher chance of surviving than we would have if we were untrained. There are, unfortunately, no guarantees.
A good martial artist is trained to be aware of their surroundings at ALL times, the chances of being jumped are greatly reduced by this training. A martial artist's reaction speeds are elevated by their training and their physical ability should exceed that of someone untrained. This is called "stacking the cards in your favour".
As such, even if you don't use a single MA technique, you're MA is helping you to defend yourself.
If I was in a situation with an unprovoked, armed attacker I would hope that I'd keep my head low and run away as fast as possible (using a erratic weaving pattern). There's no way he can shoot you if you're out of his line of sight and range. If I was too close to the attacker, I would attempt to incapacitate them in less than 3 movements (unconscious or dead) and keep out of their firing arc. The chances are that this would fail but at least I would have tried to defend myself and others, which is better than nothing.
The point of martial arts is to increase the survival tools at our disposal in such a situation, as well as our knowledge of when and how to use them.
Don't become paranoid about this sort of thing though, it's not worth it.
See this website: www.nononsenseselfdefense.com