OH my gosh I totally understand this. I would have replied to you sooner, but I have been very all-over the place today.
I am the same way. I know all these awesome things to use to help me cope, and yet, I fail to use them when they are needed most. Yes, I too end up resorting to throwing things, cussing, screaming, just generally doing "insert behavior here" wrong things to feel "better."
I have trouble being mindful too, I wish I had some advice, but I do have a bit of understanding, if that helped at all.