Diagnosed with severe bereavement depression?

I have been diagnosed with depression for 3 months now but I have recently started self harming within the last month, this is a way of coping with guilt of my mothers death. I have been prescribed with anti depressants but at the minute none are working (treatment resistant depression) I'm just wondering whether self harming is a bad sign of depression or a good sign of depression? it's hard to explain i know its not good but it's better than suicidal.. does it mean im coping better or my depression is just getting worse?