The therapist being frustrated demonstrates his caring, don't you think?

And I'm afraid he is perfectly right about those doors.
Listen: holding the doors closed is eliminating the pain?
No, it just keeps it in the background. Can you afford a background pain for the rest of your life?
And you KNOW that those doors aren't tight and solid enough. The pain will reach you sooner or later. Better face it in therapy rather than have it stumble upon you unexpected at the next depression-triggering event.
If you had a bad T, he would let you indulge in pointless ruminations and take your money forever. I think you have a good T. Work with him.
The best of luck