Therapy isn't so bad... I hate it personally... And the doctors, at the hospital when I've had to go from cutting, you never feel more judged and looked at like your scum of the earth then you do around doctors.
Want best advice? **** em! And Yes there is, go along the lines of things are going really bad in my life, and I would like to seek therapy. If they ask anymore then that you don't have an obligation to answer, and if they question your arm, just look at them in the eye, with a straight face and go,
"I rather enjoy my kinky unprotected proccupine sex thank you." And walk away.
You don't have to go into detail, just say you need a referal because you feel you need therapy.
Hope this helps