you are in a tough position. Since she already talked to you about the anxiety, depression, and cutting, maybe try asking her if she would like to see a professional about it. My hope is since she can talk to you, maybe she will open up to therapist. Let her know you are there to support her, go with her to the therapist, do what ever you can to help her. Just getting her to take a step to talk to someone is a step in the right direction. I would make sure you get a therapist that specializes in BPD.

I have BPD and was with the wrong therapist, put on the wrong meds, and doing the wrong therapy. Now, that everything is straightened out, I feel ten times better.

Good luck.