I do this sometimes. I used to do it more often in the past, but over time I realized it's not healthy and, while it may be emotional self-harm at first, for me it would often turn into physical self-harm.
It's understandable to want to lean into an emotion using various media (music, movies, shows, books, etc.) because you want to validate the emotion. But in reality it's better not to give in to rumination and stressful emotions because it takes away from what really matters, the present moment. In addition, it only serves to cause your body and brain stress.
I learned to do a DBT skill called "opposite to emotion" in the scenarios. Basically if I feel myself getting overwhelmed by sadness, or anger, or another "negative" emotion, I would surround myself with the exact opposite. I'd put on happy music that makes me want to dance, or I'd watch a funny show. Something to change my emotional state. It doesn't always work but often it does.
Your feelings deserve to be validated, just not to the point they overwhelm you. Have you thought about journaling, or even using the blog feature here on TeenHelp? I find it to be quite useful to write out my thoughts. Very cathartic, and you can validate them there and then put them aside, almost like you're locking them in a little box.
Good luck. I hope this helped. Please feel free to
PM me if you need anything.