If I understand it all right you are exactly interested in guro because it is wrong and doing wrong thing is what gives you pleasure, not actual suffering and mutilations.
I wonder if you woud not like child porn even more than guro because this is even more wrong.

As I noticed people who are into all that cruelty often have same feelings and in real life act like hyper moral and law abiding citizens who immediately lash out on anyone who breaks rules.
Maybe this is also reason of all that perversion because you somewhat hate yourself and when you hate someone you want to do wrong to that person so naturally you like what you think is wrong.

I think best way to deal with that is to be more forgiving to yourself and adopt idea that you are absolutely perfect, center of universe and you cannot be wrong in principle.
Then your self hate should go away and there will be no reason to do what is wrong anymore and there will be no reason to hate other people who do not hurt you.
I doubt if usual therapy can help here, because your condition is essentially narcissism and it cannot be cured you must stop hating yourself or else nothing will help.

Considering myself I am completely happy with whom I am and I love everything about myself.
I cannot remember any time in my life when I hated myself but I hate society and world in general (what probably happens to be result of the fact that if I am perfect, outside is to blame for absolutely everything whats is bad)
I like guro and loli (and also every other perversion) because it against the rules of society and I like fantasy in general because it is against rules of nature.
As coincidence now I am quite pleased with terrorism and fact that world is collapsing because that fucking society will get what it deserves LOL. I feel sad about suffering and deaths of people but I am very happy that society is being hurt.