I don't believe the problem is that Go is frustrating.
I believe the problem is with Internet Go.
I have exactly the same general frustration problem, but that only exists online. On my (now practically extinct) local Go club, loosing was not a problem. The opponent was there, in front of you. Colleagues at your side, you could have a bad game, go outside, take some breath, and return for another try.
Online Go servers have a strict ranking system. It's very hard to find free games. When you find them, you may get sandbagged.
But for me, sandbagging doesn't really matter much. I was already accused of it and got sandbagged two days ago. It just happens.
What pisses me is the competitive paranoia. People seem to have a schedule to learn Go. "I must make to 1kyu before next summer".
I don't want to become 1kyu till next summer, I want to become 1kyu naturally, as if the game was part of me. BTW, I know that this may sound even worst than the former phrase
I don't have time to study. I work 9 to 6, have two kids, all I have to study and play are two daily hours, from 10pm to midnight.
Tsumego's and Joseki's are great. A great way to boredom. You may study them for a week, you'll have a match with someone who have studied them for two weeks. You loose. Ok, you study one more week, the other guy also studies it for one more week... You loose also.
Not playing is not a bad way to deal with the frustration. I spent some weeks on that diet. Just watching dan and pro games.
I decided to come to this forum for that sake. Talking, discussing the game, rather than playing it.
I played some games lately. Discovered that I wasn't far behind from where I left.
Seems that the strategy did work.