It is good that you are working with a therapist now. You have some deep healing to do, but you can "heal", it just takes some time.

Has your therapist talked to you about "why" people sometimes choose to self injure?
You can learn about that, know you are not the only person that does this and also that you can learn other ways to self sooth instead of the self harming. Often people do this because it helps them take their mind "off" of the anxiety and frustration. However there are other ways you can learn to do this that are not as damaging, are actually "more" helpful and "healing" too.

I am sorry you were abused by this friend, bullied and didn't really have a "safe place or comforting presence to turn to" not your fault either. I can relate, I struggle with PTSD and that is also an anxiety disorder and has symptoms much like OCD and even depression I was abused and bullied too and though I didn't self harm I really struggled often. You have help now, be open with this T, don't be ashamed because a good T "can" help you learn to help yourself and become a strong functional person.

(((Hugs)))
OE