Suicide from fear of torture and pain and the like certainly has sources. Regarding suicide to be mechaper, did you see see the shevus yaakov 2:111? I also recall the story of the roman who jumped into the fire and committed suicide who “earned his olam haba in one moment”.
R. Ya’akov Emden was also of the opinion that suicide can atone for a sin for which one incurs the death penalty.
The Wolf