Thanks for your question. I'm happy to help.
I realize how distressing this can be for you. Based on your message, I am assuming that he doesn't throw things at you. If so, we're dealing with another, bigger problem here, so just let me know if that is the case. If he's just throwing things when you're not around and it's not destructive, (i.e. he's not breaking anything valuable, there are no other people or pets in the line of fire) then it's another.
Unfortunately, a lot of men handle anger and stress
this way. Whereas women often gain "relief" from the stress caused by problems with work or relationships by talking about their feelings, many men tend to "act out" their feelings, either by throwing or hitting things, punching walls, etc. Since you say he's under a lot of stress, it's probably only going to add
to his stress level if you confront him or accuse him directly about his throwing things. And he's probably not going to react favorably, and he might even become angry or defensive.
You can best handle this in an indirect way, by sitting down with him when he's feeling calm and when you can see that he's in a reasonable mood. Ask him if there's anything on his mind or bothering him that he'd like to talk about. Possibly, he doesn't have anyone to talk about his feelings or experiences with (besides you) and he probably doesn't want to feel like he's bothering you or unloading on you by burdening you with "his" problems. He wants to feel like he can handle things on his own - and this is, again, common for many men. By showing that you support and appreciate him, letting him know that you think he does a good job with certain things, for example, you may help alleviate some of his stress (indirectly) by helping him feel loved and appreciated. Don't force him to talk about his feelings, but just open up the lines of communication just to let him know that you know he's been under a lot of stress and you're there if he needs to talk or vent. You might also suggest going somewhere fun or doing something relaxing together, so that he can let off some steam. I think a combination of these two suggestions will produce the best results. Then you might gently bring up the fact that you know he expresses his anger in his own way, but that you would appreciate it if he wouldn't throw your things. You might even (jokingly, perhaps) suggest getting a punching bag or something that he can take his anger out on constructively.
It's good that you're going for counseling from time to time, and of course it's preferable if you can go on a regular basis, but I realize it's not always possible due to work schedules and so forth. In between sessions with your counselor, it might be a good idea just to sit down together and check in with each other every week for 15 minutes or so, just to make time to "be" together - not necessarily even having to "talk" about issues or problems, but just to have some time to enjoy with each other.
I hope this helps and I wish you luck. Please let me know if you have any further questions.