Don’t feel ashamed. You have done nothing wrong.
Unfortunately we live in difficult times that mandate a certain boundary be maintained between teacher and student, Rebbie and talmid, Rov and congregant, etc.
It is very unusual for a teacher to use the “L” word to a student. More likely he or she would simply be a caring mentor, who is available for advice or help, without specifying feelings for the student. As to whethet or not you should have said it back, you can write your teacher a nice note at the end of the year, thanking her for the chizuk you got from her and what it meant to you. That does not cross the line, like saying it back to her potentially could negatively lend itself to interpretation.
I know I probably sound like I am off base here, but I have seen things in my life that cause the antennae to go up, even when most likely it is unwarranted. The Yeshiva world is not exempt, as we unfortunately have come to see in recent years. The only reason I have concerns is that you yourself have expressed concern, by even asking our opinion about it. Obviously something bothered you (even though it may be totally, TOTALLY innocent).