Most sources suggest that ending therapy should be done face to face. Not sure exactly why, but enough credible sources say this so there is likely good reasoning behind it.

How about saying what you mentioned above only as positively as possible: "I am concerned about how therapy is going for me. I just don't feel like I'm connecting well and I would like to discontinue at this point." You don't need to say anything about seeking someone else.

You not need to justify and explain everything. Your allow to have you feelings and decide not to continue. If it easier, simply say you are not interested in continuing therapy in general. If you are planning to try someone new at the same facility, wait a week or two, and then schedule with one of the other therapist. If he happens to see you in the waiting room, simply say "I reconsidered my decision to quit, but decide to make a totally fresh start "

Sounds simple :-) until you actually do it. Good luck!