All I can tell you is that at 15 life seems pretty tuff and the best thing to do it forget the past and the future and only concentrate on the moment. I will give you a quote that my father gave me, when I was around your age and had the same issue. Keep in mind that I dont' go to church or pray hardly at all, but I do believe in God. Just not a fanatic!!! Just a normal everday mom.
"God will never put things in your path that he knows you can not handle, but it is up to you to make the choice on how to handle it! "
There will never be an issue in life that won't pass you by in time, you just have to be willing to accept the bads in life (along with goods) and make the best choices you can in getting threw them. BECAUSE THEY WILL INVENTUALLY BE IN THE PAST!
Also remember that no individual in life is the same, that is why we are born with different DNA. People are harsh and cruel to others because of issues they have in their life or with themselves. Words are words and nothing more, they can't hurt you physically. Another quote I grew up with is:
"No one can make you feel a certain way, because you are the only one who can control your emotions"
People don't make you sad or angry or happy, only you can control that function. So don't let others control it for you. Take control! You CAN NOT change how other people act, but if you change the way you react, then a whole new way at looking at life can occur. Self esteem comes from acknowledging that your different and realizing how that is unique/worthy from others. Learn to accept the difference and others can't hurt you.
As for the cutting, you have a choice. Everytime you think about doing it ask yourself "for what purpose do I do this", really concentrate, and ask yourself what this is going to change. NOTHING! Life is still going to move on.
More then anything you say that you have a loving family and friends. That is what life is truely about, so take a breath, face your fears, and talk to your parents about the cutting and depression. The best way to relieve saddness is by talking and that is what parents are there for. It may be scary, but again once your open about it, things may occure, but that pressure will be in the past and help you move forward. It's okay to ask for help, the world is to big for one person to take on alone, it takes many hands.
Can you get to speak to a counselor and really in my opinion you should tell your parents .. this has become a habit 'and will get worse , if they already know as you say, its time to talk to them again and get some outside help..good luck