Hasn't really been an issue for me with current T because I haven't been suicidal in years (thanks to certain medication), and I didn't really care about lying to past therapists. It has come up with SH though.
I usually ask how the T defines "danger to self or others" when it comes to these things. If there's some vague answer I tell them that after I leave I'm going to go smoke a cigarette, which is a danger to my health, but obviously they're not going to call the cops, so where do they personally draw the line?
If they're still not being clear, I might throw out a few hypotheticals, multiple different ones to make it clear that they really are hypothetical, and go from there. But usually by that point I'll just decide it's not worth it to tell them anything risky.