I expect my parents, who want the best for me, to understand my self destructive thoughts.
Are you saying they don't understand your thoughts?
Yeah, they don't know what it's like.
It is understandable to want your parents to understand how you are feeling but those feelings are not good. It is better to seek help so you no longer have destructive thoughts.
My parents think I'm just going through a phase.
This is not a phase as these self-destructive thoughts are pernicious and will bring you down if you don't address them. Getting help professionally is the only answer.