Wife emotionally unstable

Married 3 years, just had a kid, wife is well qualified and emotionally unstable. Gets angry easily and is impulsive. She throws things and has tantrums like a child when angry. Her own parents can't control her when angry.

She's most of the time threatening to be separate if I don't follow what she says. Other times she's reasonable and good. But when angry she's ridiculous.

Every time she's threatening to separate now. How do I protect myself or keep evidence of all this incase in future she actually divorces. I've mentioned therapy and marriage counselling but she strongly believes that's not for her cos she's the ultimate right person in the world. Her parents too have given up on her and are just supporting her for peace of mind.