Definitely complain. Sleeping during a counselling session - WTF!!
Next time, as you say, it could be someone who is a hell of a lot more vulnerable than you. I dread to think.
On top of that, you were obviously there because you needed to be there and needed to get something out of it. Now you're going to miss out on valuable counselling sessions (understandably) because you don't want to see her again.
Put in a formal complaint.
And please don't be put off (I remember your thread). Ask to be referred to somebody else.