I also have all of the above. The depression has been the worst for me recently. I self-harm, consider suicide (sometimes coming very close to actually doing it), and have been sort of considering whether I think hospitalization is more likely to make things better or worse for me. Of course it could help, but it could also end up being a horrible environment for me, which would just make things worse. Coping mechanisms... I don't really have a lot. Try to distract myself, I guess, and settle for non-fatal injuries when I can't. Haven't been able to come up with anything that works to keep me from self-harming, except that I will occasionally startle myself with the amount of blood, depth of the wound, how long I spent doing it, or something, and then I'll back off a bit and show some more restraint when I start again, but I keep going through that cycle.
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Yet in my new wildness and freedom I almost welcome the bitterness of alienage. For although nepenthe has calmed me, I know always that I am an outsider; a stranger in this century and among those who are still men.
-H. P. Lovecraft, "The Outsider"