What's your gut telling you to do? I would trust your intuition on this one.

If it were me I would probably wait it out if I thought it might turn around. If it feels hopeless though, I would try a different therapist. You can always say something like I'm going to be busy so don't schedule me for now and I will call you to schedule later, and then never call. If you feel ballsy you could just say I don't think we're a good for, but thanks for your time anyways. I guess that would be preference too. I personally would puss out and just not schedule again because I don't like confrontation.