I work full time and I wanted to do a DBT group myself. I ended up seeing a local CBT T instead--he is better covered under my insurance than DBT. My nearest DBT group does not bill insurance directly which is such a hassle I decided not to bother right now. But if money/insurance were not an issue I would have done it.

If you think you can do it, and you probably can, go for it. Only you know what schedule you can handle.

When you say your therapist, isn't that the same one that discouraged you from doing anything to improve your life? I personally don't think the world has to stand still while one seeks treatment.