DBT Ts are well aware of SI and SUI thoughts. They're trained to deal with it.
Have you ever read about Marsha Linehan who wrote DBT? Take a moment and read her story if you haven't (I may have posted it before, but I think it's worth a second read).
Expert on Mental Illness Reveals Her Own Fight
DBT wasn't developed by some cold clinician. It was developed by a woman who has and does live these things.
If it helps, here's the
list of assumptions for DBT. In my own book I have an updated version since Linehan just released the second edition and it has an explanation for each of the assumptions for clients.
I'd type up the new one because I think it's really pretty fantastic (much improved on the one that I linked above), but it's long.
And if you don't like this DBT T, you can always ask to see another one.