What to do when nothing is working for you?!

Hello. I am 21, been living with anxiety my whole life and depression probably since I was 13/14 I’d say.
Recently was just diagnosed with BPD. I’ve gone to counselling through 2019, been on medication since 2020 and am back in therapy now since the beginning of this 2022. 
I’ve exercised, dieted, stayed working through the pandemic and try to use every strategy known that I learn in therapy. (My therapist is good but it’s me that is the problem).

I’m struggling everyday with suicidal thoughts and self harm thoughts. I feel hopeless.

WHERE DO I GO FROM HERE? :(  WHAT AM I MEANT TO DO WHEN THE MEDS AND THERAPY ARENT WORKING?