I'm sorry. We're dealing with self-harm with one of the kids too -- and Rosalba and Butterfly have you covered on the why and what it does for them.
Therapy is good. You could ask the therapist for advice on how to deal with body privacy at this point. Superficial cutting will just leave scars, but deeper cutting can need to be sutured professionally. We went through a period when I did body inspections every night because we couldn't rely on DD to tell me when she couldn't stop a bleeding.