I'm pretty sure my friend is cutting herself...?

In therapy, the therapist can't tell anyone what you say unless they suspect that you could be a threat to someone else or yourself. Your friend is becoming a threat to herself, so it's time for you to interveine. Slowly start asking questions and everything should end up spilling out. Once she's explained everything address the problem. In my experience at that point you can be brutally honest, and you don't see it as rude you see it as friends reaching out to you. Once you confront her about it, it should help her slowly start to quit and will bring you guys closer.