The ones I really find difficult are the people who attempt suicide as a result of psychosis. In a moment of total confusion you see people harm themselves in the most horrible ways.
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But unless there's a physical risk (drug detox, psychological episodes, etc), therapy shouldn't be done while you're isolated from your normal life for an extended period of time. The whole point is that you're supposed to learn how to live your life correctly. Habits you pick up in a totally different place are much less likely to stick when you move home and fall into your old routines.