Is the church helping him get to a psychiatrist? I really think he needs some antidepressants. Threats of suicide should ALWAYS be taken seriously.
And even though the cause of his current depression seeems obviously situational, make sure a doctor checks him out for other physical causes of depression, including hypothyroidism, B12 or folate deficiency, low testosterone, etc.
Are you in a northern latitude or cloudy city? If so, discuss the possibility of light therapy for depression also.