Welcome to Just Answer !
I am really sorry to know about you being abused in your childhood. I believe child abuse is the most despicable and inhumane act which is hilly condemnable.
The agonizing past that you have been living with all these years ,i do not think any one can remotely relate to it, but having said that , i feel your suicidal thoughts and acts of self harm by cutting , burning self , definitely amounts to a prompt therapeutic concern and for the same you need to see a Psychiatrist ( not a psychologist) and get started on treatment for your Depression. Yes , i am of the opinion that you are suffering from Major Depression along with Post Traumatic Stress disorder (PTSD).
Both these conditions need to be treated ,and so i advise you to meet a psychiatrist and discuss with him the treatment regime that i am mentioning below.
1) 1 potent Anti depressant such as Venlafaxine extended release tab (effexor XR) ,or paroxetine (paxil) or escitalopram ( lexapro) or citalopram (celexa) or fluoxetine(prozac) or the newest and very effective anti depressant Milnacipran. You shall choose any one of them , provided it has not been used previously and discuss the dose and time of intake and get started on it as soon as possible.
2) 1 good Mood Stabilizer such as lithium or valproate or carbamazepine or divalproax . I think any one of them , in low dose should be added to anti depressant , as this would not only keep your mood swings in check but also would keep you calm and emotionally less vulnerable.
3) 1 Anti anxiety drug such as clonazepm (klonopin) or buspirone (buspar) , needs to be added as an adjutant to the treatment regime .
4) Psychotherapy( counselling in lay term) , believe or not, it has a very effective role to play in treatment of depression and PTSD , if given along side medications . I do not know what type of psychotherapy you were given previously , but i do know that Cognitive Behavioural Therapy ( CBT) is the most effective type of psychotherapy that is used in the treatment of depression and should be given along side the medications which have been discussed above and this type of psychotherapy is given by either a psychotherapist or psychiatrist, but you need to first inquire whether the concerned therapist is well versed with this therapy or not.
So, i suggest you consult a psychiatrist and discuss with him/her the above mentioned treatment regime and get started on it as early as possible. A word of caution most of the psychiatry drugs need to be stopped during pregnancy ,as they may cause fetal malformations if taken during the pregnancy. This needs to be mentioned so that if you are considering pregnancy then you and your doctor need to take this into consideration.
I wish you all the best and personally would like to request you to not take any hasty decisions and refrain yourself from any act of self harm or suicide , as we get life only once ,and we should respect that , and try to take on the challenges of life head on , as quitting is easy but enduring difficulties tests one 's character and i am fully confident that you have ample of that. So just hang in there , and take my advise and start yourself on a proper treatment , you deserve a much better life and you are going to get it.
I hope my answer serves your query according to your satisfaction.