18 days since cast/brace removed for 1st metacarpal fracture thumb. 4 therapy sessions later wrist is still immobile & thumb still swollen won't bend.

You should. re-consult with your ortho surgeon regarding a possible problem with fracture healing or a missed injury to tendon. Or get a second opinion from a hand surgeon.
More time. hand injuries can be very difficult to recover from, the older you get the worse it is. Even if you had no injury, and you put a cast or splint on for just one day, you would be stiff the next day. Now throw in 4-6 weeks of casting/splinting, a healing injury, swelling, pain etc. It can take 3-6 months of therapy to regain function and range of motion. Keep at it!!!