I would work with the Dungeon Master. I have never had a character commit suicide. Usually either the Dungeon Master will either kill them off in battle or have them just go their separate way from the group. I prefer having them just leave the group. That way if circumstances change later there is the possibility of bringing that character back into the game.
I recently left a game like this because I did not want to get into the building part of it. I just think my character reached his peak and there wasn't anything more to accomplish but that so I told the Dungeon Master and put the kind of story that I think would be fit him.
And I for one am sorry you skipped out Txtrpg. In any case its only happened once for me, but I asked the Dungeon Master when and where he felt it would be appropriate. Though I did request certain details.
Long story short, he ended up going out much like Hodor for all you Game of Thrones fans.