The TELL website has a good overview of civil litigation and the lawyer author's website has more information. Suing a Psychotherapist | TELL: Therapy Exploitation Link Line

I doubt there is any harm done by seeking an appointment with a lawyer who specializes in therapist malpractice to see what your options are. The legal issues are more complex than whether or not she breached the standard of care (i.e. did something unethical) because you also have to prove causation, i.e. that it was her conduct that caused the harm. I think the sticking point may be that her defense would argue it was your conduct that caused the termination and therefore the harm. Your case would need an "expert" therapist to prove that termination under these circumstances was below the standard of care, not just the "wrong" thing to do.

I think the "should you sue" is more accurately stated as "do you really want to sue?" Even if you were to file a lawsuit yourself in your local court under state law, filing fees are often several hundred dollars. Like any lawsuit, your filings (and your therapist's response) are a matter of public record into perpetuity, and anyone can see them. Your therapist can file a response saying just about anything (confidentiality is waived by the lawsuit filing), information you have no control over), and many court records are now available online.

This is probably something you would want a lawyer for, and most malpractice attorneys take cases on contingency. You may have to pay for an initial consultation, but it might be worth it to see if a lawyer is willing to represent you and what it will take financially, emotionally, etc to file.