Can you talk to the group leader about what you want to bring up in group? SI is a difficult subject that not everybody can handle. If nobody else in the group does it, maybe it isn't relative to the group, but the group leader should have an understanding of each member and what is appropriate.

You are probably on the right track though. My T. is always telling me that exercise and getting out into the sunshine would help. (I have depression with winter worsening and SI as well as social anxiety). I have been getting out and walking, but I'm usually pretty good in the summer anyway - it's winter that I'm worried about and I don't get out much then.