This isn't uncommon. Have you tried discussing it with your therapist? Something along the lines of the following maybe:
"Hey, I'm really struggling between sessions because..."
I felt the same way for a while; especially after my therapist - who at the time worked for a non-profit at the time - was forced to discharge me because I may or may not have kind of busted up the waiting area of here then office at the time. The best I can offer you is if you're really giving therapy your very best effort, your therapist will give you all the "tools" you need to cope with whatever comes up.
Good luck!
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