Wolf,
EXCELLENT, excellent question.
Ultimately, in the time of Moschiach (may he come speedily in our days), every single Jew will have a share in the World to Come.
As we learn in the Ethics of our Fathers,
All Israel has a share in the World to Come, as is stated: “And your people are all righteous; they shall inherit the land forever. They are the shoot of My planting, the work of My hands, in which I take pride.”
(Sanhedrin, 11:1)
Also, you probably know about the suicide of Saul – which was justified, so it depends on the circumstances.