My 6 year old making suicide threats

I need some advice or to hear from those who may have been through something similar. My son is 6 years old, he has ADHD and is extremely active and has minimal impulse control. He is on non stop and honestly since he's been born it's been a constant struggle. Anyways whenever he gets mad he threatens some form of self harm and it's very concerning. He will say things such as well you don't care about me I'm going to kill myself I want to die. Then he's hit himself in the head before with his hands. He's very busy and constantly jumping from things and basically just being obnoxious. I don't know how to handle these things and how serious to take it. Then today I caught him in his closet with a string attached to the shelf of his closet and the rest of it attached around his torso area. He explained that he was trying to hurt himself. It scares me because it's only a matter of time before he figures out that the rope goes around your neck: he use to have a therapist but I fired her because she would cancel on us last minute. I'm going to try to find a new therapist asap. Also I should mention he is very abusive towards me with his own behavior. He's a little bully he likes to follow me around and say things such as your a horrible mom you don't take care of me and I'm going to hurt myself and he will do this over and over again. I'm just at a loss. I've literally tried everything