I think many people have horrible thoughts about doing things they would never act on because thoughts are just thoughts (as the Buddhists say) and we don't have to attach any meaning to them. Sometimes thoughts are just thoughts and they don't have to "come from somewhere." The thoughts can take root and become overwhelming in their frequency or severity, in which case (not sure if this is true for you) you can work in therapy on not placing undue attention on them and towards letting them go. Mindfulness practice and meditation may be helpful to you whether or not the thoughts are obsessive.

An important part of my therapy has been to not be so judgmental of myself about what I think or my fantasies or my daydreams or whatever. What we choose to do is what defines us, not the fleeting things we think about. This is also part of mindfulness or meditation.

It sounds like you are frustrated with therapy, and it's okay for you to quit or switch therapists or take a break if you need to. You can always go back or look for a new therapist in the future. But I don't think that the search for answers is the only way to go, and I do think that mindfulness/meditation with or without therapy may really help you.