Kind of a hard topic for me. My wife has been hospitalized at least a dozen time for depression and suicidal thoughts. Lying on the couch, asleep, just getting home 4 hours ago from the last one actually.
She has never actually told me she was contemplating suicide yet obviously she HAS, hence all the admissions. So, Therefore, as is my way, I plan ahead. To have an action plan.
I would first say I am NO EXPERT but first, I think I would say to take it seriously. And to make him absolutely know that his life is important to you. Get the professional help that is needed if he is threatening to do it. 911 if that is what is needed. There is a fine line. It is hard to know when to call, I'd imagine. There are trust issues but when someone says to me (I work in an ER sometimes) that they want to tell me something and swear me to secrecy, I say outright that, yes, I can honor that with the exception that I HAVE to do what I think is necessary when that person's safety is in question. It is a prerequisite to their confiding in me.
Sometimes a "contact for safety" can be used. I know that the social workers will sometimes ask patients to sign an agreement. One time, when my wife was very depressed, I asked for a verbal "contact" that she would not hurt herself until she saw her TH. the next day.
Hope these ideas help you.
ISH