You handled that perfectly! All suicide threats should be taken seriously, but let the professionals handle it. If she had been serious, then she would be in the perfect hands. If not, then the hassle of having to stay on 72 hour psych watch will probably be enough to keep her from trying a stunt like that again.
Once you get the cats and all your belongings, if she tries that again, just call 911 but don't show up over there. I doubt she'll try again, but if you refuse to be "on call" for these shenanigans, they'll stop.
You done good!
