You need to end this. You're in an extremely unhealthy relationship. He doesn't love you for you, he loves the idea of what you could be. He's blackmailing you to stay and no one who truly loves you will EVER do that to you.
You need to end it for real, and hope you can stay friends, and if he keeps up his negative views, stop talking to him all together. I imagine you bring yourself down a fair amount on your own without him helping you, especially since he's supposed to be the one making you feel better about yourself.
I don't mean to be insensitive, but you're stuck in a spiral of negativity, I've had girlfriends try to keep me around by using the "I'll kill myself" angle, and nothing good will come of it. If you're seriously worried about him hurting himself, call someone he knows and trusts and let them know what's up as you break up with him. That way people will be aware that he's in a dark place and will get him the help he needs.