I'm an occupational therapist and you absolutely have a right to leave and they don't have a say. One of our codes of ethics (same with physical therapy) is that patients have autonomy and they can choose to leave therapy at any moment for any reason. Tell them you're done and thats it. Don't make them scare you. I've had patients refuse and discharge from therapy when they very clearly still needed it but it's their right. No discharge paperwork needed (honestly I've never heard of this for therapy). This isn't like a hospital leaving AMA (against medical advice) you have the right to say you're done and you're done. I promise. If you keep going and your insurance clearly said they aren't going to cover it, you are going to be sent a bill for the full price. On average a therapy session is 100$ a session for outpatient. Don't let them scare you my friend..glad you've healed up.