I would be honest with your T. My T didn't have to report it if she did not feel I was at risk of severly hurting myself (for her that meant in danger of dying).

All T's that I have had made me sign a sheet before therapy that explains their guidelines. I would consider asking to read that again.

Also most T's seem like they will try to work with their client on issues while avoiding mandatory laws. A good way to approach the issue might be to phrase it hypothetically, or ask if your T has specific protocol she has to follow with clients who self injure.

It is important to be honest with your T though, especially if you expect them to be able to help you.

Good luck