Yeah, it is frustrating when you don't get the proper diagnosis. I was (well, still am) upset that I didn't get the help I needed when I was 14. My new/current therapist thinks that's when bipolar started. And well, I went undiagnosed until I was 24 (because that's when I saved up enough of my own money to get help). That was 10 years of pure hell.

Have you tried DBT? DBT offers healthy coping mechanisms to deal with these thoughts/behaviors that you're describing.