Oh Jessie I'm so sorry to see this - I think I have been on some of your other threads... I am sorry you are not getting the support you need from the mental health teams... You really have to be a pain in the arse with them in my experience and it's sometimes just too hard to do that when you are struggling day to day...
Pregnancy is a massive deal at the best of times, when you are not feeling altogether well on top of the usual pregnancy worries it is hellish. I had a similar experience to you in my first pregnancy and was really unwell. It seemed to me that there was so much to worry about and I just didn't feel able or ready to cope with it.
If your midwife sees that you have hurt yourself then she sees it - it can't harm your case for further mental health support, even at this late stage of your pregnancy. You shouldn't feel like you have to hide your feelings in any event.
When do you next see your midwife or GP? You really do need some support urgently... Is there anyone in RL who could speak for you / make a PITA of themselves for you to help you get the support?
I am sure you have heard of these guys already but just in case, here is a link to the PANDAS website - www.pandasfoundation.org.uk/ they give pre and post natal mental health support - I am not sure if they can be of any help to you.
I know it seems like forever away but you really only have a few weeks left now - you are on the home straight. Soon your lovely baby will be here and then the fun begins! Don't put too much pressure on yourself about baby purchases either - they really don't need very much to start with and you can buy things as you need them.
I remember being as high as a kite after DC was born - I was so delighted to meet him and so in love with him and I was also so absolutely delighted to not be pregnant anymore! It was like a dark cloud lifted from me and I felt on top of the world!
Please keep talking - there is always someone on MN to help and support you. 