I agree somewhat with the above statement. Working out does help relieve stress and can be a really great 'go-to' thing when you wish to self harm. Another thing you can do is every time you get the urge, turn to the Bible. If you feel like you want to self harm, pick up your Bible and start reading.
That always helps me when i'm down and having a pretty bad day. I pray things get better for you! God Bless!
P.S. If you need anyone to talk to, you can always feel free to PM me! I'm always open to helping people with anything!