I think we all know that we need to have risk management and that we don't need to chase our losses but sometimes something just snaps in your head and you will bet crazy. The only thing that helps for me, is keeping a really low bankroll and using the vault system (but not all sites have that).
use the vault to store your other funds and leave it in your bankroll as a gambling budget. if that works it means you can control yourself well to slowly become a responsible gambler.
but in reality it is very difficult when, as you said, keep other funds in the vault and leave a budget in the bankroll, but when you lose and you don't feel like you have been beaten by the casino, usually you will withdraw your funds from the vault and spend all the funds just to chase defeat.