Blessed,
I am sorry about your struggle.
My ex threatened suicide many times. If I ever broke up with him, no one loved him, he messed up... They were just threats. At first I reacted to them, so did his friends. The last 8+ months I did not react.
He sounds like he is in a pretty dark place. However, since you are not his savior, it is not for you to rescue him. I don't know what to tell you, but you might try looking at this as more manipulation.
Hugs
Miss