Saying that you want to hurt yourself is very serious. Even though you may know it's not a serious threat others do not.
To be honest if my H said that I would get a court order to stop him from being alone with the kids.
Are you seeing a therapist? Might I suggest an IRL support group, anti depressants/anti anxiety meds..... This might help you to better cope with your grief.
Also can I suggest throwing yourself into work/volunteering or any projects that will take your mind off of what's going on in your life. I did this (and am still doing this) and I can't tell you how much it has helped. I feel confident, I keep my mind from going to dark places, I am so tired at the end of the day (5 kids helps with that too lol!) that I fall asleep easy and stay asleep(until the baby wants to nurse)....
Here are some things I tried (try) to work on, maybe some of these hit home with you and can give you a little direction... Volunteering, I had always donated items and my time to charity but I really made an effort to focus on doing more.
Being easy going, I have high expectations and run my house very strictly... I mean come on, 5 (well 4 kids then & pregnant) I had to have order/rules... but anyway I worked on being relaxed like eating dinner outside and letting the twins (then 2yrs old) run naked in the backyard with the sprinkler on and snacking on dinner in between runs through the sprinkler. Staying up till 9 with the kids watching a movie & eating popcorn with a million pillows/blankets on the living room floor.....
Being critical of others/always being negative, I really TRY (yep this one is still a work in progress) to help others without judging them. Like my H's family, it's SO hard to offer help when I know the reason they need it is because they make stupid financial mistakes and self indulge. BUT I try not to think about that and just decide either to help or not and leave it at that.
I know I am rambling but I hope there is something from all this you can use.
Me: 35 husband:39 Sons 16 and 11 from my first marriage Twins 5 (boy/girl) Daughter 3 Affair bomb 2/27/14 He moved in with ow 3/13/14 OW kicked him out 6/15/14 4/2016 he seeks help for sexual addiction