I close my eyes in EMDR too and my therapist does "knee taps". I initially did the Eye Movements, watching her finger, but then she noted when I think that I sometimes close my eyes and she suggested knee taps. So we tried that.

But on to the meatier part of your quandry. I'm not a therapist (of course), and can't really comment on anything specific because we are all different. I can, however, give you my thoughts and perhaps you can consider them. I've been doing EMDR for over a year and a half now. The first time I did EMDR we didn't really jump in to anything too deep. We EMDR'd a surgery I had in 2nd grade (I rated my current anxiety, on a scale of 1 to 10, about a 2 or 3 I think.) This was done just so we could get a feel for it. Then, like you, we moved on to create that "safe" place.

I hear you when you say you cannot tolerate the "safe" thing. Though, in my case, I don't recall feeling ashamed of safety. Though maybe I did. I did exactly find a safe place right away. In fact, I went through several safe places before I found the right fit. Initially, I used a translucent bubble to float away in, then a boat in the middle of a big big ocean with no land in sight, there were a couple other things (I think). But they "freaked me out" too much and i got scared and had to reassess them. In the end, I'm happy with the one I am using now. But in the end, all of them have one similarity, they are away from people. Because, I guess, most people have been dangerous in my life and plus, in a larger sense, I'm away from people so I don't bother them...which goes into the feeling that I'm not worthy of being around people and that I suck the life out of them and goes into the shame thing.

So in the end, I developed a place that was safe for me and what I thought was safe for the world in general...a place i wouldn't be in the way and bother people.

Then again, as you said, EMDR may not be for everyone. I really don't know if it is for you or if it is not, since I'm not a professional.

That said, I have had some rather big anxiety-attack producing EMDR sessions that produced feelings in all my 5 senses. They left me sleepless nights, with aches and the like and feeling very ill all-around. I didn't have crying, because that was something that was "broken" in me and have been using EMDR to "fix". But, of course, when the anxiety from EMDR is too much, I've been told by my therapist that the mind will move away from that pain, and then come back (Perhaps like testing your foot in the tub to be sure it isn't too hot, then trying again and again, until you are comfortable with the temperature).

But then again, I still have had some rather big anxiety producing EMDR sessions to this date. So, I'm learning to be surprised if it the pain does happen. And my therapist reminds me that I'm in a safe place now, that the events being worked in the EMDR are not happening for real, that you already lived through them, that you already survived them.

Me and my therapist do stop and start EMDR, especially if my "heart and mind" are too anxiety filled and fearful. But then I usually ease back in and try again.

And I don't think you are doing anything wrong. There is no right or wrong in therapy, only what works for you, and what your inner core self knows you are ready for (though sometimes what the "core" self is doing isn't always apparent and can be baffling). What you are feeling, I think, is oftentimes your body and mind's way of easing you into things, a protective instinct that is working as is set up to do.

And talk to your therapist about the cutting. I've done some cutting--that's a curiosity to me. I think I'm hearing you want to cut again--from your questions of "does that mean I can't cut again anytime soon? how long do I have to wait?" So bring that up with your therapist for sure. In the meantime, try to beat the stuffing out of pillow or something similar instead of hurting yourself.

These are just a few thoughts. And you have a wealth of questions in your topic. I've journaled in a questioning way and still have many questions about self and the world etc. Maybe others can offer some additional support. Also, hearing a lot of anxiety in you, so if possible talk to your therapist about these anxieties soon.