I sympathise. During PMS I feel extra anxious, stressed, depressed. I used to self-harm. Occasionally have thoughts of suicide.
I take B6 vitamin. This helps me manage the emotional symptoms of PMS. PMS occurs one - two weeks before onset of period. I take B6 during PMS and sometimes through period.
Try looking up PMDD. It is a more severe form of PMS and can cause suicidal thoughts.