If you refuse medications they you must use coping skills.
I suggest mindfulness.www.mindful.org
I also suggest a book, THE MINDFUL PATH TO SELF COMPASSION, by Germer, PH.D. very informative and has exercises you can keep going back to.
You can also look up DBT worksheet on the internet and work on those skills, I use them when needed and they do prevent self harm. when I have SI thoughts, they are wonderful to have in my back pocket.
As for counceling, you can try pastorial counceling. Just because a pastor or minister is talking to you, does not mean they will shove religion into it. If you are not faithful.
I wish you Peace