Hi seeperplexed,
I agree with

LuckyJim. It's okay if you are not feeling angry. I didn't feel angry until months after my breakup. We are all unique and have different ways of coping. As LJ said, grieving the loss has ups, downs, and all arounds, so the anger may come another time.
Do you wish you could be angry because that would help you detach? If yes, that is really understandable. Anger can give us energy to take action. But you can detach without it, too. I'm afraid there is no shortcut to feeling the other feelings that are coming up—the only way out is through.
Do you think the therapy is stirring up things and that is why you are feeling worse? I know that can happen sometimes when getting professional help.
I hope you'll be gentle with yourself. This process needs time and compassion to get through. We're here for you.
heartandwhole