Okay, first of all... I don't think she was using you as a pawn in any way. Remember, she built this courage up so she can tell you she's bi-sexual. She may have told her gay friend because it might be easier to reveal the part of herself consider he's "gay" (so he's automatically in the
LGBT community which might be why she's told him first) and she feels maybe he'll understand pretty quickly than you if I'm... reading this right.
If your parents are "against" the idea of the person self-harming, try and explain it with facts assuming you know why people self harm.
Other than that, just support her the best you can
You are doing a good job.