You need a new T. Pronto.

Unfortunately not all therapists are well trained or knowledgeable about self-injury, so they can act reallllllllllllly inappropriately when faced with a client who is trying to deal with it.

How badly do you think you need immediate therapy? Have you considered online therapy (it can be a lot cheaper)? I'd go for the psych evaluation if you think it might shed some light on things you're dealing with. Also if you get diagnosed with something, maybe it would be easier to seek treatment then?