Thank you for your comment. I know how it feels thinking you must me the only one who does self-harm and is LDS. For a long time I felt deep shame for having cut myself in the past.
I also know what it is like when you say you don't want anyone (Parents, Bishop) to know. Thankfully I did turn to my best friend, Hayley, who encouraged me to talk to our Bishop. I was scared to death. I didn't want to tell him. I didn't want him to know. I mean, what on earth would he think about me? It is not a "normal" behavior. Now, one thing I'm not 100% sure of is confidentiality with minors... I was 18 when I told him, so he could not tell my parents. If you are under 18, I don't know how that works. I believe (I could be wrong) that no matter your age, whatever you tell your bishop is confidential. Maybe I'll call my father-in-law and see if he know for sure.
I did just come across this video (here) about confidentiality with minors in counseling.
To be honest with you, the best thing I ever did was tell my Bishop! He got me going to counseling, which I also did NOT want to do. In the end, it was exactly what I needed and it changed my whole life.
The thing with self-harm is, there is a reason behind it. There is a reason you hurt yourself. In talking to your bishop or a counselor you can get to the root of the problem and fix things.
Good luck! Feel free to message me anytime!