Hi @BlueBay,
I'm sorry to hear you are feeling so awful after your session with your psychologist. I have been reflecting on your question regarding how to cope with a difficult therapy session and I have to face a rather absurd reality in my world. Even though I have been "in therapy" for over twenty years, I truly believe that I have never actually "done therapy." I often read how other people here in Forum Land describe their therapy sessions and I simply can't relate to it. I recognise that my "therapy" has only ever been social support / case management.
I'm not sure how much of my story you know @BlueBay. I had a bit of a brain snap on Monday morning and vented out a pretty good summary of my muddle out on the ocean (i.e. on the riding a wave thread). I recognise that a huge part of my muddle is the oh-so-complex relationship I had with my psychologist of 16 years. And now I am in the situation of seeing (A) even though she and I both know we are not working at all well together because we are on such different wavelengths.
I have certainly had very difficult "therapy" sessions over the years, but "difficult" in my world has meant where "Fred" became particularly verbally aggressive or it escalated to physical violence on his part. Or, in more recent times, it has meant (A) triggering me to the point where I'm screaming or clawing at my own face and then having her continue to repeat the same thing again and again while I am still screaming/self harming so that my brain pretty much ends up fried - although happily we do seem to have moved past that stage...more or less. The idea of actual therapy being difficult simply doesn't compute in my brain.
However, on a brighter note, big feelings are big feelings irrespective of what triggers them, and I do have a few tools in my tool kit for dealing with big feelings. 
You've done DBT haven't you @BlueBay? Do you remember any of the emotion regulation or distress tolerence skills from DBT?
As is probably pretty evident from the fact I live in the ocean off the coast of Forum Land, my go-to strategy is to let the waves of big feelings wash over me without trying to fight them. This means I don't judge them or think about what I "should" or "shouldn't" be feeling. They are just feelings and they are neither good or bad. They super super super hurt, but they will pass. I just need to ride them out.
I'm really getting into the yoga adventure too, and I find doing yoga super calming. Have you seen the "The great yoga adventure" thread? I did tag you into it the other day. There is a lot of research showing that yoga is super good for healing traumatized brains.
Um...what else... I super love my weighted blanket. That super helps me to feel calm. Oh and I cuddle my toy turtle a lot. He is sitting right here beside me watching me type. 
If I am sad I often cry, or if I'm super angry, frustrated or despairing I will scream into my pillow. I also tend to rock and make weird noises to regulate big feelings.
I super love being near water, so sometimes I will go to the river, which isn't too far away, or I will jump in the car and drive to the ocean.
Um...that's all I can think of right now. Oh and of course I come and hang out here in Forum Land. 
BTW, I heard it was your birthday today. HAPPY BIRTHDAY @BlueBay!!!!! 