Hello Zingo, I am sorry to hear about what you are going through. I agree with you, a Phd is so unlike anything else, the presurre and the expectations, can be more than one can bear. You are definately not alone in feeling depressed and having suicidal thoughts. I too suffered from an acute form of depression and I also had suicidal thoughts aswell, which come and go, the depression comes in waves.. i think it's more about the fear of failing and letting my family down, and the fear of everyone being dissapointed in me..
I just wanted to escape from all the pressure and the high expectation of it all. It wasn't like i would actually go through with it, but more the thought just popped into my head, then afterwards when i felt better, i would think, did i even think about death even for a second. life is general is up and down, a grey rainy day is often followed by a sunny one.