Hi, estranged, welcome to PsychCentral (PC). I think if you cannot express your pain "right" such that it is causing you to cut, I would tell my psychologist about the problem. I use to call suicide help lines to get help, did not know how else to get it. Telling the psychologist and the two of you troubleshooting ways for you to tell him when you are feeling really bad, could be the first step to helping you help yourself with your depressiong.

Yes, psychologists can diagnose depression, they just usually can't prescribe medicine for it, would send you to a psychiatrist and then the three of you work together, if that is what you all decided was a good step.

You do not have to take medicine, if you do not want; I would definitely work on eating better and exercising consistently, that can help, both physically and doubly, psychologically, with the depression itself and with taking your mind off your problems.