I'm sorry that happened.
First off, your husband and neighbor arguing are not your fault. Obviously if she was going to stand there arguing she probably has a temper, too. Your husband probably needs anger management. Is there any chance you can talk to him when he's in a good mood about it?
Secondly, are you on disability? If you have disability you can sign up for subsidized housing. Sometimes there's a waiting list (like in my state it's 3 years.) But if your husband is being truly abusive to you and you really do not feel safe, you could see if there's a woman's shelter to help you get on your feet.
Finally, suicide is not the answer.

I know it's hard when things are scary and I struggle with suicidal thoughts, too. But I've learned they are a symptom of something else and not the truth. Do you have a therapist? If your husband won't see someone, then you should, and specifically work on coping during confrontation.