While it's finicky and not the best designed game, I highly recommend Die Anstalt for a good combination of caring-about-plushies and some psychotherapy. It has "plushie psychology" that gets interesting.
Content warning: Abuse, sad stories, analogues for real mental health issues that this would not necessarily be proper therapy for in the real world for humans.
@emanate It really appealed to me, I think for obvious reasons, and it was @Cascadiarch who showed me it in the first place.
@Ulfra_Wolfe Oh my gosh I almost forgot about that game! I certainly forgot the name. :-)
Amusingly the wolf/sheep reversible plush is still kinda...a bit of a hot idea for me. :-P