To me I think most dreams mean something or are trying to show you something.

I think maybe part of it is showing you about death and if you really want to die. Since it's on your mind alot, it will show up in your dreams since you dream alot.

When I have nightmares I'm in the same place as you where I die and I feel it so realistically too. But I haven't experienced the suicidal parts so I'm not so sure about that (since I usually have mission saving my sister).

It could mean that in real life you are stopping short or giving up and breaking down, which might be a reflection of certain events that you have gone through also. Like when you had held the gun up to your head must have been a pretty hard emotional moment so your dreams can reflect that ordeal in an echo/representation. In that way I've have dreams that we're almost to the mark of certain life events that were some of the worst. Other times it could be fears or a mixture of life events.

But I could be completely off too! So sorry if this isn't helpful...