It is so common for those with BPD to quit therapy that it's recognized as a major reason that BPD is hard to treat.
Please tell your therapist how you feel. This is part of the BPD that you're experiencing. As you said, therapy is helping.
I have made a commitment to myself: that I won't quit this time no matter what. And at the time I feel most like quitting I recognize now is the time I most need to be there.
Hang in there, it's working and releiving your anxiety. Having angry feelings come up is part of how it all works. You're doing fine