I know that when my H has been very depressed he has told me he was dying. He was sure he was dying and nothing I could say changed that. He has also said when he was very down that we'd be better off if he was gone.
It must just be part of it. Sorry I can't help more. Don't worry. I really think they are too selfish and self-involved right now to do anything dangerous. I think they just feel awful and want attention. Of course, I know how hard it is to watch.
Hugs, Sun
"Tell me what you plan to do with your one wild and precious life." Mary Oliver