I also find songs about loss (any kind) soothing. I lost myself young, so it's nice. Especially one beautiful song that is about delusions and loss: "The Great Pretender", by The Platters. My life in 3 minutes.

Another one about suicide ideation and loneliness is "Alone Again, Naturally" by Gilbert O'Sullivan: "In a little while from now / if I'm not feeling any less sour / I promised myself to treat myself and visit a nearby tower / And climbing to the top, will throw myself off". That's soothing. It's dark, funny, unexpected.