I think you're pretty brave for attending a group at all. I can't imagine a worse place to deal with any serious issue than in a circle of strangers. (I know some people find groups very effective, I just think they also make one very vulnerable.)

I'm assuming that part of the DBT group dynamic isn't supposed to be public shaming. Calling you resistant would seem to fit in that category to me. Especially when you're not resisting all coping skills, just the ones that are in the manual.

It seems to me that those 'skills' are all ways of creating or simulating pain without actually harming oneself. There are plenty of ways to do that if that's what works. Maybe that's what his problem was, that your chosen coping skills don't involve sufficient simulation of pain and therefore don't act to effectively replace the actual harm. In some odd way, his problem could maybe somehow seem to be that your coping skills aren't painful enough?