You are dealing with a lot right now. Compartmentalizing things helps.

1) Suicide speak - Take him at his word. Call a suicide helpline for guidance on how you should deal with this.

2) Parenting responsibilities (as long as you feel it is safe for him to be around the kids) Set boundaries.

This is not a full boundary, but a start:

text him:
"When you say you will be here at 7:00AM to pick up the kids and do not show up (or notify me that you can't), It is frustrating. I believe it is important that we both spend quality time with the children. In the future I expect (Whatever parenting exchange behavior you want to see such as amble notification so you can make other arrangements).

3) Money - Do not ignore. seek legal advise. Set boundaries here as well.

"What is best for my kids is best for me"
Amor Fati
Link to quotes: