Hey @DuckMakesThings,
Sorry I haven’t wrote in awhile, work has been crazy with COVID and then got a new girlfriend.
Please, don’t be sorry for that. We all do as we can, especially during these crazy times! You’re awesome. Period. 
My new girlfriend how do I say it, she struggles with self harm to the point that it causes me to have anxiety attacks. I love her, but I also want to support her and it truly gets hard.
I’m really sorry your girlfriend is struggling with that. Though, it’s really awesome to see you being so supportive to her. It’s precious. Thank you for that.
I understand the feeling. Seeing someone you love hurting and feeling like you’re powerless, yet you feel for them. Personally I’ve been on both sides. And in my opinion, a very important thing is to keep in mind that self-harm can thrive in silence and shame. If she trusts you to actually share about it, it’s really awesome! But you also have to take care of yourself. You’re not just a supportive boyfriend to her, you’re also a human being with feelings, concerns that has to be acknowledged.
Something that could help you to regain a bit of control is, I think, to gain on knowledge about self-harm and what she is experiencing: by discussing with her and by reading others experiences.
Did you already have the occasion to read the book ReWrite? You can find more informations about it here: heartsupport.com/resources and here: https://forum.heartsupport.com/t/about-the-rewrite-category/13579 - I’m currently reading it with a friend and I can confirm that it’s very informative and practical. Not only for those who struggle with self-harm, but also for the relatives who want to help their beloved ones (there’s even a journaling part for both). I highly encourage you to have a look at it (and I think you can get it as a digital version on Amazon, if it’s hard to get it with covid - though, the videos on the dedicated category of the Support Wall are already a very good start!).
Outside the subject of self-harm in itself, what are the things you can do to take care of yourself everyday? To have some “me” time without feeling guilty. Things you enjoy, that helps you to feel relaxed. Because in this situation, you can be an ear to listen and a heart to understand, but there are things that remains out of your own control. And it’s okay to say it. Your girlfriend will need time to learn to find more healthy coping mechanisms - and if she’s willing to. You can’t force her own pace, but you can learn to make this more managable to yourself.
Also, feel always free to share about it when you need. Sometimes venting is important and helps to feel better. 