L.R.
I'm so sorry!
Did the family counselor really only say "He needs his own therapist and you should keep an eye on him" and that's all that was said? That seems very vague and rather useless to me. I would contact that counselor immediately; tell her what you found in his room; tell her exactly what he said regarding how he "doesn't want to live" without his brother and dad. He may need to be hospitalized immediately for a short term to get him stabilized (he might also need medications-- is he on any, now?) and to protect him from harming himself. I think your fears about suicide are accurate at this time -- go with your gut here and talk to the counselor today (yes, today) about whether this merits immediate intervention such as hospitalization. Be SURE, if he is hospitalized, that he gets into a unit that specializes in teenagers, where the doctors know what they are dealing with.
He may not need hospitalization but you need much more detailed advice about what you need to be doing right now and you need it today.
The fact that he has been able to hide very extensive injuries from you says that he is very, very good at covering things up. And the fact he has admitted to this is positive. But I would want to know: What do I do day to day; should he go back to school right now (that may be best, if it gives him routine and normalcy, or it could be bad if he is cutting AT school, for instance). You need more information. I hope things go well. Praise him for finally speaking up and stay calm as you were when you took the things from his room -- he is sick, not rebellious. And he does need much more intensive therapy than he's going to get doing joint counseling with you. He might even need daily therapy or therapy several times a week for a while if he is suicidal.
Please, get more advice. Kids his age do follow through on suicidal thoughts. You are doing well and paying attention -- give yourself that credit -- now make the doctors and the system help you more than just saying "find him a therapist" which could take ages.