Two more thoughts I wanted to throw out there.

If you are struggling with intermittent acute anxiety/stress, medication might be a good adjunct to therapy for the time being. Imagine destressing with a Klonopin or Xanax (for 10 cents a pill), instead of spending $120 (or however much you are paying) for an "emergency" session with your therapist. Not the best life-long solution, but it may protect your finances while you are learning that you can indeed survive without your therapist.

If you are having a hard time using the designated DBT skills sessions for skills training instead of talking, it might help to see two different therapists: one for talk therapy and one for skills training. That way, there's a clear division of tasks and much less temptation to "hijack" a session.