I have a couple of thoughts to share.
Regarding the wall punching...
Actions speak louder than words. You have shown him that you will protect him from the consequences of his behavior. IMO, saying "next time, I won't do that" is like a threat, one that perhaps you won't be ready to back up. That's ok. Be gentle with yourself. You deserve it, you need it. I would figure out what I was willing to put up with, and prepare myself to draw boundaries.
How recently did this happen? Has it been a few days or a few months?
About your AH's actions...your instincts about becoming his next punching bag are right. The anger he expressed toward the wall was anger toward you. He's showing you that he is not able to control his anger. He got angry when you told him the truth of why you wouldn't sleep with him. He's showing you what happens when you are honest and direct. Pay attention to your thoughts that come up when you lie for him. Are you afraid that he will get angry/drunk again and so you protect him from the truth?
Regarding al-anon...
I understand your aversions to co-dependents anonymous. I also have trouble with the "hi Firstname" and Christian undertones of alanon. The twelve steps...I don't really have an opinion on yet because I've not started them. I don't like how it seems the answer is to "keep coming back"...and some people have been their decades and still go to several meetings a week. It seems to paint a bleak picture for my future. Will I still have all these problems in 30 years? And as a result, will I still need to go to al-anon for that long??
This is how I choose to look at things for now:
I need plenty of help and support at this moment. Al-anon provides a place where there is no need for secrets. No one's going to tell you what to do. Many have been where you are. No one can quite understand what you're going through like someone who has been through it. Al-anon says to define your own higher power and personally, I define it as my deepest self, perhaps my soul, which I believe is a part of the greater conciousness of all things. My deepest self is who I am trying to get back in touch with. It is what provides my instincts...which I am also getting back in touch with. It knows what I need, what I want, what I am capable of. I've lived in my head for to long and have forgotten how to listen to my deeper self. << That is what I think of when anyone in a meeting references God or their higher power. Even though there is a Christian prayer at the end of each meeting...I tell myself "Take what you need, and leave the rest." Which is echoed by the other members.
Take what you need and leave the rest. They keep telling me to come back. So I do. Sometimes I just cry and don't share. Sometimes I say a few things...I don't really know what I'm talking about, just know what I want to share. That's ok.
A few other thoughts...
Each meeting can have a different tone or feeling. Go for 5 or 6 to one and if you don't jive, try another one. There are online meetings as well if local ones don't suit you.
Is your therapist trained in substance abuse? Someone with experience in this area may be more of a support to you.
So far, I've found more help by reading "Co-dependent No More" than going to al-anon (I've only been going for a few weeks).
Good luck.