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Coaching is not therapy, although it can be therapeutic. The medical profession are at a higher risk of death by suicide, which is under reported and deeply distressing. This is a complex area which is understandably difficult to talk about.
If you are having or have had suicidal thoughts this will not mean I need to break confidentiality. However if you are actively at risk of harming yourself I would have a duty to share my concerns. As a coach I have ongoing professional supervision. This is all discussed in the initial contracting process.
If you need acute support please reach out to your own GP / 111 / A&E / The Samaritans or Practitioner Health, which is a confidential service for doctors.