My older brother was born female. He's doing quite well now and is quite happy, but it was a journey for him.
First suggestion is to seek out and join a local LGBT organization.
(I thought they had a website but I'm not finding it right off. I found?http://www.itgetsbetter.org/ . Do a web search for LGBT and see if you can find a group near you. I'll ask my brother if there's a national or international organization.)
At a local LGBT organization you'll meet other people just like yourself and that's where you can make friends and feel accepted and feel that you belong. And you'll be helping others similarly.
As for cutting, that's a sign of either severe depression or anxiety, which could be explained by transgender status and feeling that nobody accepts you.
(Do you live in the mid-west "Bible Belt" where many people are conservative? You'd fit right in if you lived in San Francisco. I assume simply moving isn't an option right now. But keep in mind there are places where if you lived there right now you'd fit right in and be accepted.)
Severe depression and/or anxiety can be treated by a doctor. There are numerous antidepressant medications you can try. Unfortunately there's no way of knowing which one will work for you. You just have to try them all one by one and see if they help, until you find one that does. You may have to try several different ones before finding the one that works for you. (I had to try over a dozen.)
And there are several anti-anxiety medications which can help with that. (Some can be addicting if you abuse them a lot. Just give your doctor honest feedback and keep him in the loop. It's much better than getting hooked on drugs, which many people end up doing as they try to self medicate. Then that just compounds the problem. It's best if you can avoid that. But don't despair, there are treatments for drug addiction.)
Mindfulness Meditation is another practice that can slowly heal a depressed or anxious brain. (I now do it regularly as maintenance therapy, in addiction to my antidepressant medications which work, and I go to Meditation groups during the week, at least once a week, and I go to support groups, at least once a week. It all combines to help me stay well.) It's something to try. There's an app called "Headspace" which others have told me they like. There are other similar meditation assistance apps. Or if there's a Buddhist place in town they usually teach meditation there. Or possibly there's an adult-ed class that teaches meditation. Or "Therapeutic Yoga" is also often combines meditation. Qi-gong or Tai-chi is a Mindfulness Motion Exercise type thing.
The trick is to learn to return your focus to the present moment. And when your mind wanders, return your focus to the present moment. That's it. Try doing it for a minute, whenever you have a minute to spare. You'll eventually get better at it.
There's a free book on Meditation here:
(Though reading about meditation is sort of like reading about exercise. It only helps if you actually do it.)
Brief description here:
as well as numerous other places all over the internet.
This can be a substitute for cutting. I think the reason cutting works is it gives one a strong feeling sensation to focus their mind on, plus something visual to focus their mind on, and it's this "Focusing the Mind" which is what makes it work. "Focusing the Mind" is also exactly what Mindfulness Meditation is all about, which is why it works, and why you can eventually substitute Mindfulness Meditation for cutting.
Ice Meditation is my idea of putting a cube of ice on your body somewhere, and then focusing all of your attention on that ice cube. Notice how it feels. Watch it melt. Focus your attention on the present moment.
Cutting can become a habit, and habits take effort to break. One trick is to substitute something else for it, so whenever you get the urge to cut, you train yourself to do the substitute thing instead (like ice meditation). Eventually the brain rewires itself and learns to go for the substitute thing instead.
In the long run my brother got a sex change operation and became a man. He always felt he was a man, and never had any desire to be a woman. He makes a great guy, and he actually has had a few girlfriends, and more recently he got married to a lady who's a fantastic match for him and they are very happy together (I think she's bi. I've never had the guts to ask how they do sex.)
OK well those are the general things which can ultimately help. I wish you well and hope you find some supportive people. They're out there. There's a place where you fit in this world. When I was super depressed what I needed to keep me hanging on was hope that I wouldn't have to suffer depressed for the rest of my life. Finding the right antidepressant medication was a major turning point for me.