I agree with everyone. You are not responsible for the choices he makes. If he believes he is in danger at the facility, he can choose not to harass you. I think there's a chance that he is lying about that, btw - I was in a similar situation and the guy told me a similar story. I learned later it was a lie to make me feel sorry for him.

You are in a really difficult position, but your instincts to call the police when he threatens suicide are good. I recommend reading 'The Gift of Fear' for some ideas about the best way to handle people like this.

And, yeah, I've gone through breaking up with people who then threaten suicide. Both are still alive and moved on to new people rather quickly.