Even if I use to be fluent in English, as a French native locator, I am not always thinking in English when I try to understand what I hear, or what I read.

But, I always think in English when I try to speak or write in English. I don’t think thinking in our native language and then translate it to the langage we try to communicate with is mandatory. It is something that will come, naturally, with the habits of using it.

The same way you do when you read. At first, you just convert the vowels & consonas, then phonemes, entire words… then the whole sentence or text block.
And, trust me, the same way you do when you read written music. Note by note, then group of notes, then bars and even larger.

Just trust on yourself, and practice. It will come naturally.