There's no penalty, it is a xian concept being "punished" for sins.
The point is, after suicide, you will start next life with similar problems of this life, due to karmic energies, etc. If you stop your life, you will stop your advancement now that you found Satan, so you'll need a new effort to find the Truth. So, basically, you give a penalty to yourself.
There's no reason to do this unless you are permanently jailed in israel under daily torture... this does not seem the case as you are posting here.