We know that there can be several stages before achieving liberation. At some stage (say pre-liberation), nearer to the liberation, sadhaka may attain knowledge of her previous lives and concludes that all this physical world is an illusion and she has been stuck in her own imagination.
There will be so much agony the sadhaka passes through. It can only be experienced. After passing that stage, the sadhaka can overcome such agony and starts living happily in illusion by achieving liberation.
But, coming to the agony during pre-liberation stage, I know very less people from our scriptures suffering such agony. One of them is Jada Bharatha. Due to his passion towards a deer, he attains the body of a deer and suffers a lot.
Although in the body of a deer, Bharata Mahārāja, due to his rigid devotional service in his past life, could understand the cause of his birth in that body. Considering his past and present life, he constantly repented his activities, speaking in the following way. In the body of a deer, Bharata Mahārāja began to lament: What misfortune! I have fallen from the path of the self-realized. I gave up my real sons, wife and home to advance in spiritual life, and I took shelter in a solitary holy place in the forest. I became self-controlled and self-realized, and I engaged constantly in devotional service, hearing, thinking, chanting, worshiping and remembering the Supreme Personality of Godhead, Vāsudeva. I was successful in my attempt, so much so that my mind was always absorbed in devotional service. However, due to my personal foolishness, my mind again became attached—this time to a deer. Now I have obtained the body of a deer and have fallen far from my devotional practices.Although Bharata Mahārāja received the body of a deer, by constant repentance he became completely detached from all material things. He did not disclose these things to anyone, but he left his mother deer in a place known as Kālañjara Mountain, where he was born. He again went to the forest of Śālagrāma and to the āśrama of Pulastya and Pulaha.
I bolded the parts that show his agony in such stage.
Are there any similar statements that shows the agony of the sadhakas at their pre-liberation stage, not just due to their indirect knowledge, but due to their own experience?