I probably won't be that helpful as my experience with DBT group was different then yours will be: it was held by my T/Pdoc and all other participants were her clients too. There was no second therapist involved except her supervisor, but we've never met him.
Also except for suicidal ideations we were allowed to talk about anything and did it relatively openly. But don't worry that really happenned over time, I didn't disclose much for 6 months or so. Also because T knew everyone of us so well, she really tailored DBT to our needs.

I was really terrified to go at first, and wanted to find a way out, but in the end I'm glad I did it and never missed a session.