My 8 year old just told me he hates me and doesn't want me anymore. All over a candybar.

He misbehaved earlier today, so at the store I wouldn't buy him a candy bar. He said he had been good at the store so he deserved it. I said no. The problem with him is, he behaves until he gets what he wants, and then his behavior goes right back to hell. So, I don't reward 5 minutes of good behavior. He knows that. So he starts screaming at the top of his lungs in the car. Starts banging on the roof and anything else he coudl reach, and kicking the seat in front of him. He kept screaming all the way home. I first told him he was to go straight to his room when we got home. SCREAM. Then I told him he had to stay in his room for one hour. SCREAM. So I kept increasing the time until we were up to the entire day in his room. SCREAM SCREAM SCREAM. He yelled at me that I"m a liar (he insisted that he hasn't had a twix bar since he was six, which is so not true), and that he hates me and doesn't want me anymore.
I feel he's regressing. I don't think therapy is working for him so far. For the last six weeks or so they've been working on his anger issues, and in the last two weeks we've had two of the worst meltdowns ever. I can't handle his behavior. I don't know what to do. I'm scared for his future. I'm scared for him. I do love him. I don't know what to do.