I hear and feel your pain about the anger......I have been so afraid of my anger and so afraid of the crazy, wild things I have felt driven to do when angry (not that I have done them, or most of them....). I have a quick temper, hot flashes of anger at odd times.....
I relate to the question/feeling of 'good "christian" people don't show anger' - I have felt such shame for having such anger, like I wasn't 'right' spiritually for having it. That's just not true though - it is not having anger that is wrong at all, God understands that that is a natural part of the human condition. So the emotion,having it, is not in itself wrong at all; nor is it wrong or unchristian to show anger - look at Jesus being angry with the moneychangers and driving them out of the temple in his anger at what they were doing in what was supposed to be a place to worship God....his anger moved him to do something that was for good. The thing that is wrong with anger is when it gets out of control and is used for hurt......
My anger/shame with myself has led to hurting myself, too - only instead of thinking of it as self-harm, I've justified as it as deserved punishment for whatever thing it is I'm judging myself about. But in doing that, it's like I've used my anger for hurt against myself....and what that has done is not take away my anger at myself, but added to it, added shame to it.
But anger can be controlled and it can be used to accomplish good or lead to change that is good.....maybe the anger that therapy brings out can eventually lead to cleansing away some of the things that make us angry and help us change for the better.....or deal with some things that can't maybe be changed with much more peace/love/self-acceptance.
In any case, much better to simply allow yourself to feel the anger without adding shame to it or trying to push it away.......
I go to the gym and use a punching bag......my T suggested this, and even said that she has done it herself! It does seem to help me, anyway.