I don't think anybody really knows. Most spiritual people will refute the idea that you "cease to exist," after suicide, though. Almost certainly everybody that responds here will say something to that effect.
It's been dictated from Satan that there is at least one place for souls that are "dying," and it is a place of rest and comfort.
If you want my opinion - suicide is just separating your physical tie to your current body. You will still exist.. you will probably regret it, too, even before you die (as it is dawning on you), when you realize how real your own death is and learn to distinguish the reality of dying from your conceived idea of it you hold in your head..
An elderly Native American psychic friend of mine whose brother passed, had told me (I can't remember if it was weeks.. or months..) after his passing that he was contacting her asking how to get back into his body. "Time" works differently in the next world.. as far as I know.
Your problems are always temporary and so are negative feelings. Depression, after going through it myself extensively for years when I was younger, I now see as a form of "self-deception," and from my experience it was also an addiction. I was addicting to amplifying the feeling of it, so all the negative thoughts I would conjure were just to intensify the energy "high" feeling of being sad. I notice this same behavior in other people who are depressed or in bad moods - instead of snapping out of it, they get stuck in it and while they are in it they often do things to amplify it.. maybe it has something to do with not knowing how to deal with or pass energy through yourself. Obviously if a person feels the need to do this they are not spiritually well balanced.
It's easier said than done to control one's feelings and to not overreact or make poor choices during times of stress or chaos.. but it can be done. One should build a part of their mind to be a shield against acting under the influence of psychological duress or chaotic energy. I try now to maintain a part of my mind, that no matter what I am going through, is still in the back of my head with awareness that what I am feeling or experiencing will not last forever, and that when I return to "normal" I don't want to have created myself more problems by acting out from emotions. I say this not because I necessarily think you are suicidal, but in case anybody comes across this and finds it helpful.
Good luck finding answers. I hope they appear here because I, too, am curious. I do recall there being some text written on the JoS website about the concept of suicide, and how there apparently is a rare time where it is not a whole heartedly unreasonable choice - like if you are certain to be doomed to an agonizing, drawn out death by torture. To me - that would still be a hard call to make..
To say much more, with clarity, is difficult.. you might consider trying to channel information about this from one of the gods.
Life isn't easy, but much of the suffering you will experience in life, you will learn you have a degree of power to regulate..