don't mind me asking, are they religious in the name of their religion, or they have a deep sense of thoughts and way of life to it?

The 2nd option means that they might be able to offer you physical and mental support when you need them as well, not simply just words that simply diminish the seriousness of your condition.

For DBT group therapy, don't be too afraid to share about your experiences. Take it as everyone else must have been thru similar experiences and lived to tell the tales, then you would know you are not alone in this.

For individual counselling, I have no say in this, but personally I don't like to spill it all out to someone unless I tell myself to trust them.

Hope tomorrow will tell the way