Whoa! I don't think it's time to go therapist shopping just yet.

I definitely would start off by telling him how you feel about everything that's going on. The coldness that you feel, how engaged he is, and how his demeanor may benefit YOU and your therapy.

Then I would listen and think about what he has to say about it. He should be responsive. Although you may not agree with everything, he should be very interested in how you feel when you are there and willing to talk about it honestly.