You mention your co-worker is angry about the rumours, but that she herself talked about a personal conversation she had with this woman about suicide. Anger is often related to fear. She could be frightened by the very idea this woman may have harmed herself, therefore reacting strongly against any suggestion she did.

I think any sudden death brings shockwaves through a workplace, suicide even more so (because then we have the 'what if we had said something different to her/could we have helped' thoughts).

I think anger and upset will be something that may be around for a while. There's no doubt these things can impact on workplaces. Is there any sort of help/guidance available for colleagues at your company? Some bigger companies do have help, either formally with grief counselling or informal discussions available.