I don't know what this is either but I can relate to having counterintuitive fantasies too. I have a history of abuse and neglect, and they were indeed painful physically and emotionally. (I had denied the pain for a long time but now I'm starting to learn the truth and face the reality.) But as if the real life abuse and neglect weren't enough, in my childhood I had a running story in my head about being a fighter who's badly tortured and then sacrificed herself for her comrades and get even more badly tortured, killed and revived just to go through it all again. It went on for years in my head and I now have a trace of masochism I suppose. This was separate from the SI and suicidal thoughts I had in my early teenage though.

I don't think having weird fantasies is that uncommon (I hope not anyway!), people just don't want to talk about them because we find them embarrassing. But I really hope you don't hurt yourself to satisfy your fantasies. If you really want to understand why you have such fantasies I also recommend you see a professional.