This site could be helpful for your DSis.
FWIW, a friend of my DD was self harming, and she told another friend, who told DD, who told me. But, no one was supposed to know, which did make it difficult.
So, I told the HOY at the school, in absolute confidence, and they were able to help the girl who was self harming.
There is a counselling service at their school, and I rang them, to ask if they would automatically tell the parents, if they knew, and they said they wouldn't.
I really do understand about not wanting to break a confidence entrusted in you. If you do it this time, will she even come to you, next time?
Also, the swimming thing - lovely that you are doing this with her. But reassure her that a boyfriend who dumps you for putting on a few pounds is not worth having. Her self worth should not be tied up in her body image, or in the approval of some spotty teen!