Welcome to Psych Central!
First of all, I would like to thank you for being concerned. I am sure that it means something to your loved one that you care, even if he or she isn't ready to stop and feels pressure from you sometimes. We all need someone to care about us. Please also understand that this is not something that is done with intention to hurt you. I know you didn't say that you felt that way, but you are feeling very hurt. I just want you to know that you being hurt isn't what it is about.
There are so many reasons why people SI. Basically what it comes down to is not knowing a better way to cope. And it's not so easy to let go of one's only coping strategy (or best - sometimes there is a fear of it being replaced with something worse, as we have to have something).
It's a little hard to answer this post because I'm just not sure what would help you. You asked for support, and I can acknowledge that this hurts you too, especially when you are also dealing with your own issues. That is because you are a caring person, which is a good thing. I feel bad too when my actions hurt someone else, so I can also empathize with your loved one.
A good friend of mine made a webpage about self-injury. She has a page there for loved ones. Here is the link.
The Cocoon Maybe something there will help you too.
Rap
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“We should always pray for help, but we should always listen for inspiration and impression to proceed in ways different from those we may have thought of.”
– John H. Groberg