Your student’s question makes the assumtion about Christianity and the bible that they are simply a list things that God approves/disapproves of for an individual - a set of rules by which to live. This “legalistic” approach to the bible (what is right and what is wrong) is the opposite of heart of Christianity. In Christ we are free from laws and rules concerning what we can and can not do (Gal 5:1). Rather we are participants in a relationship with God that is based on love and trust. Such a relationship is not governed by rules but by an other person centredness. We are freed from lawkeeping in order to love God and live to please him.
What needs to be considered is how we use the freedom we have been given in Christ. Paul makes it clear we are not to use our freedom to satisfy our sinful desires (Gal 5:13). Instead we must glorify God in and with our bodies (Rom 6:12-14). For what we do is a reflection of our attitude towards God, others and ourselves (James 2:18). For example: piercing our ears can be good if we think we enhance the image and the beauty of the body God has given us. Inversely piercing our ears can be bad if we think we are ugly and placing things in our body will improve it. Same action, but the attitude behind it determines whether it is good or bad. What’s important is the attitude behind the act, and not the act itself.
Now coming to self-harm, it can never be pleasing to God because the attitude behind it does not glorify him. All people are created in the image of God (Gen 1:27). All people are valuable to God because they are meant to reflect God’s image. Self-harm devalues that image. It ultimately says - through our attitude - that God is of little value to us or that we are of little value to God. This couldn;t be any further from the truth!
Christ died in our place to save us from eternal death (Jn 3:16). God’s great love and value of people is that while we were still sinners, Jesus who is God, died for us (Rom 5:8-9). People are valuable because Jesus died in their place. Self-harm is always wrong as it denies the value God places on us.
I hope this answers you question for you and gives you something to say to your student.