Don't suicide. Lucid dream. It is so good, and it can be used as an escape.
Since I was a teen, when I had a bad day and all I did was lay in a bed, looking at 4 walls, I used LD-s to "escape" that day.
About learning to LD, I admit, that can be a bit hard (at least for me), but don't let this discourage you. Just don't give up on LD-ing because it took me 6 months to have my first LD. As time passed, I had them more often and often until eventually, I started to have them daily.
In LD-s you can do anything you want. And it feels like real life (at the beggining it doesn't, but the more you LD, the more real it feels).
LD-ing is so good. I recommend starting to learn LD-ing. Do not suicide. LD-ing can be the "cure" to theese thoughts.