[Always *]

Honestly, he might mean well, but it sounds like his attempts to "try to help" are actually really destructive and harmful to you, such as him becoming upset and saying you're going to kill yourself or whatever, obviously that's a wildly inappropriate reaction and is only going to cause negative feelings for you (shame, being even more depressed, etc, I have no idea what those feelings are). I think it is really important that you approach the subject and straight up tell him "Boyfriend, I know you mean well, but when you find out about my self-harm and say things like [insert things he says] it's really not helpful and only makes things worse for me. You have to stop saying that stuff, even if you think it's right because it's the wrong thing to say. I would like to you to learn more about self harm, depression and suicidal ideation in order to help me better."

You can also look for materials to give out to him - a school counsellor might have resources that will help your boyfriend understand what your going through. In addition, I would like to strongly encourage you to ask a school counsellor about treatment options, if you don't already have one in place. If you already have one in place, perhaps you can ask your counsellor or physician for additional/alternate treatment options if you are finding that self-harm is still something that you're struggling with.