While the connection between risk factors and suicidality (suicide attempts and ideation) and physical self-harm is well established, the preventive roles of social bonding and dietary patterns remain underexplored. This study, based on the 2021 National Ungdata Surveys in Norway among middle and high school students (N = 15,430), can provide novel and context-specific insights into comparable environments. The results indicated a 5% suicide attempt rate, 18.3% prevalence of physical self-harm, and 26.7% suicidal ideation in the sample. The prevalence was higher among girls, students with low socioeconomic status, middle schoolers, and non-religious individuals. Logistic regression models for suicide attempts showed that substance use and victimization (sexual harassment and bullying) were significant predictors of suicide attempts. Elevated depressive symptoms and the use of pain relievers increased the risk. For suicidal ideation, victimization and depressive symptoms were significant predictors. Concerning physical self-harming behavior, substance use and risky behaviors increased odds, whereas binge drinking had varying effects. Victimization variables and health measures were also significant predictors. Dietary patterns, social bonding measures, and self-motivation were found to be protective factors, as they decreased the likelihood of suicidal and self-harming behaviors, highlighting the critical role of strong social connections, healthy dietary habits, and well-being.