It sounds like a very badly run DBT group and the facilitators not well trained and incompetent. Other people may have felt the same as you but stopped going. Is there another well run DBT group that you can go to? Maybe your therapist can recommend another one.
Doing homework is important but people take things on at their own pace, absorbing things differently.
Shame is the primary emotion but very quickly can morph to anger in order to protect yourself. Hope you can find a better group to go to.