Being late and using your therapy time to root through files seems inexcusable to me, especially at the beginning of therapy with a client.

I think you should give her one more session, but in that session, you should tell her exactly what you've said in this post. Let her know you're feeling cheated etc. See how she responds. She might just be having an off time. If she responds to your concerns in a way you can accept, maybe give her another appointment or two to prove she can make changes. If you don't like what she has to say, terminate.

Also, $250 seems like A LOT of money for a psychologist. Is there no one cheaper?