The distinction that matters is between discomfort of the work and discomfort of the relationship, and from inside they feel similar.
Discomfort of the work is a sign things are going well: you are approaching something avoided, an interpretation touches a sensitive area, a piece of homework asks you to do what you have been avoiding for years. Here, leaving is exactly what would interrupt the process.
Discomfort of the relationship is different: you feel judged, interrupted, unheard; the therapist talks more about themselves than about you; or you constantly feel you have to manage their feelings. Here, staying does not help.
What helps separate them: asking whether you can say something uncomfortable, and what happens when you do.
How to say it. Directly and without wrapping: “when you said that, I felt judged”, “I think we're going too fast”, “I don't feel heard”. A trained therapist receives this as information. Their reaction is, in itself, the best test available — if they become defensive or turn the criticism back on you, you have your answer.
When no conversation is needed. If a therapist breaches professional boundaries — contact outside the frame, sexualised comments, pressure of any kind, disclosing your information — this is not a question of fit. These are ethical violations, they are reported to the professional body, and they are not negotiated.
Changing does not lose your progress. What you understood stays yours. It is worth telling a new therapist what worked and what did not — that is useful information, not professional gossip.