I am sorry you’re dealing with so much. You do have many issues and stressors in your life but with help and support, you can work through these. There are many people who have similar issues who have successfully changed their lives for the better. Please do not give up hope. There is hope for you.
It sounds like, as you mentioned, you never really developed good coping skills. It’s likely that because you were never taught these skills by your parents, you developed you own set of skills that were maladaptive. This is not at all uncommon. If no one ever taught you these skills and your parents never modeled them for you then how were you to learn them? It would be very difficult for you to just magically “know” how to make correct life choices, how to handle stress, or your emotions, and so forth. You need someone to show you. You need someone to point out your errors in thinking or to correct your errors in logic. It would be helpful if you had someone to show you how to make better choices, to show you healthy ways to deal with stress, anxiety, depression or the desire to overeat. A good therapist can help you develop these and other coping skills you never had the opportunity to learn. It would be incorrect for you to think that you can never learn these skills, you absolutely can. This is why there is hope for you.
Depression, eating disorders, cutting, and so forth, are external reactions to internal struggles. Eating disorders and cutting in particular are to some degree coping skills but clearly are unhealthy and harmful. Your binge eating is your latest expression of your unresolved emotional issues and lack of coping skills. Your unresolved psychological issues are likely the driving force behind your lifelong unhealthy ways of coping. With regard to going on a diet, dieting is not going to help you. In fact, it may make you feel even worse because diets by themselves rarely work.
At this point, I would suggest that you go to your therapist and tell her exactly how you are feeling. You mentioned that she may not know how you are feeling and I am wondering if you have been forthcoming with her about how bad you have been feeling. Tell her the truth and don’t hold back. It would be difficult for her to help you if you are concealing important information. You need her support. Open up to your therapist, be honest and realize that there is a way out of your lifelong struggles. Take care.