Hi p1994, perhaps the "thrill" you feel from it is the endorphins it releases or even just the release/relief from the way you've been feeling it certainly isn't unusual to feel that way.
But as for the anger you're feeling towards yourself for cutting/burning well I;d say that that was being a little harsh on yourself. SI can be really addictive, and a tough addiction to break, and you're doing it right now, because it's the only/one of the only things that help you escape some of the feelings that crowd in/overwhelm you/are so hard to live with, right??
If you had another option right there, right in front of you, that would get you to the exact same place as SI does then you'd probably take it at least some of the time (bearing in mind the addiction factor), right? So I'd say give yourself a break on the anger.
Of course it would be way better if there were better options than feeling the way you've been feeling, than SI but sometimes it can be so hard to find them on your own. It absolutely isn't the old "pull yourself together" deal!! And without help it can so, so, so hard!! So, back to your case worker/or those who assigned your case worker for starters. From what you've told me/us about your situation it can be just as easy to re-open a file as to close it. And that is the whole idea of progressing, you may think it's a step back, but clearly they haven't given you all the help you need yet. So it's as much as putting things in place so you can actually progress. The journey just isn't over yet, you don't have to be left, "stuck here", feeling the way you do. There can be a future/a much better future.....just one step at a time......
Alison