How to dump him

Hello, so I have been dating This guy for about two months and he is getting on my nerves and he didint make a good impression on my parents so my parents don't like him at all. Also I have noticed when I started dating him my anxiety attacks have been getting worse and more frequent. I want to brake up with him but the problem is he said to me that he has suicidal thoughts and that if I do ever brake up with him he wants someone 'to point him to the nearest bridge' how do I do this because he has made a 'future' for us and everything and it is kinda stressing me out.