I am afraid that your friend has more issues than she is willing to share and it doesn’t have anything to do with religion but more of what has happened to her what her experiences have been either with her family, friends or even strangers. If she has threatened or spoken about suicide and you have a guidance counselor in school then maybe you should discuss it with her. You don’t necessarily have to say who your friend is right away, just let the guidance counselor know that you are over your head in this friendship and that you are very worried about your friend. Ask her what she suggests you do, and who does she think she should reveal this information to.
Your other option is to call Hatzala or to speak to a Hatzala member in your neighborhood and let them know who this girl is and that she has spoken to you about suicide. Maybe they can get a Hatzola member in her neighborhood to speak to her.