What should you do??

In my opinion - first do not start harming yourself (in any form of harm). It really does lead to more and more and more.

Secondly - you said you feel like a failure to your father. I am a father and I can not express how much my girls mean to me. And there is absolutely nothing that they could say or do that would reduce my love for them. I would wager your father feels the same. He may not express it well, but at the most basic level - he does love you. So, that being said - go talk to him. Be HONEST with him. Tell him in what ways you are struggling. Be blunt, do not parse your words or say things in "hints". If you feel like harming yourself - tell him. If you feel like dying - tell him.

May he be rattled? Yes. But, I can promise you this - he will be honored that you went to him looking for help. It is a guy thing - we WANT to help, to protect those that we love.

Let him help.