Are there any books for a beginner Mandarin student that are ONLY in Mandarin?
Yes.
Probably more in the PRC, but most of those have either English, French or Japanese (I’ve even seen a few with Arabic) as well as Chinese in them.
Chinese teaching as a science hasn’t yet reached the level of EFL/ESL instruction, which assumes that many classes have students from many different language backgrounds and that you cannot use any one non-Chinese language to teach. In my experience in Taiwan, if you don’t speak English it will be difficult to learn Chinese from a language school, because most of the teachers either use a lot of English in teaching (fine if all the students understand English!) or like to use the class as a chance for a language exchange of sorts.
Oh, there is one Mandarin-only book in Taiwan – NTNU’s “Picture Story”. Is it still around?? 
You could always try out the text books that the local kids use. I went through all six books of the Taiwanese high school Chinese curriculum, not a word of English in them. Maybe start out with elementary school and move your way up.
You can try doing that, but I don’t see the benefit for an adult learner of Mandarin as a second language. The books assume that you already know the language and are merely learning to read it (recognize the written forms) and write it. Books for learners should be structured so as to somehow assist the learner in acquiring the grammar and syntax of the language, vocabulary items, etc. as well as literacy skills (hopefully not simultaneously but that’s how most are set up).
Just MHO, your mileage may vary.
I learned to read by using the Taiwan public school elementary 中文 texts, from bopomofo on up to 6th grade. I had already learned Chinese conversation through immersion, living with a Chinese family here for 4 years. Having done it, I strongly agree with ironlady:
That said, if you already have intermediate conversation skill but can’t read, and have access to good dictionaries and conversation partners to help answer your inevitable questions about vocab, grammar, etc., then sure, give it a try. In fact, I think still have my old books, if you’re interested. (I’m in Donghu.)