I didn't find dbt or cbt that useful.
I had access to a good T for a while. She had me in therapy three times per week. Her treatment modality was psychoanalytical. I would recommend that to anyone.
If depression is the problem then either medication or talking through and addressing the underlying issues.
I see my psychologist twice a week and we talk about whatever is going on with me that week or whatever I need to talk about. When I feel like cutting I call him and hopefully he is available. If he's not, sometimes I cut or sometimes I go to a public place that's quiet, like the library. This is helpful for me.