My take on this is that they way she terminated was not unethical (maybe she could have handled it better but I don't see it as unethical. She gave you referrals. And, usually that's all they need to do. Just as you can fire them, they can refer you elsewhere.) I do think people would raise an eyebrow at cuddling together in a blanket or giving your therapist foot massages. That's suggests a problem with boundaries at the very least. So, I disagree with those that say you wouldn't have grounds for a complaint. Now, whether you want to go through all of that in the future, is a different issue all together. Give yourself time to heal from this. As others have said now is not a good time to make these difficult decisions.