I don't know that there's such a thing as a mental health professional who would *never* report you if you're genuinely a danger to yourself, i.e., you have active suicidal ideation, a plan, and intent to act on said plan--particularly if it seems like you're going to act imminently. The professional's goal in this case is to reduce harm, which means sending you inpatient.
A major issue is a fear of possible legal liability and moral culpability in the event a patient kills themselves. While this is understandable to a certain extent, it also creates an environment where the patient can't trust therapist/psych/whomever, which gets in the way of therapy. Unfortunately, there are some mental health professionals who will send you inpatient as soon as they hear you say that you're having suicidal thoughts even if you have no intent to act on them. They just hear the word "suicide" and panic because they don't know how else to handle the situation due to their own lack of experience and understanding.
The only thing you can really do is to carefully test the waters with your therapist. See how they react if you bring up suicide, without disclosing any thoughts you may be having. Maybe say something along the lines of, "I've had suicidal thoughts in the past. I never planned on acting on them, but even so, I was never sure if it made sense go to the hospital or not. What do you think is the point at which someone should admit themselves to the psych ward?" There are much better ways to bring it up--that's just off the top of my head--and definitely don't start your session out with that question, since that'd be pretty suspicious.
