If you have any remorse that you could have saved someone but didn't, or something, don't. From my humble life experience, I have learned that no one can be saved. No one. Depression, which is often the main cause of suicide, is a terrible and incurable disease. It is like all other incurable diseases related to addiction, all "diseases" that affect the psyche and soul.
Oh, I may be saying this because I live in a country where even physical illnesses are not treated, let alone mental ones. But I have come into contact with such people and believe me, they cannot be saved. Either you keep trying, over and over again, and ruin your own life, sinking with them, or you just move away and become cynical, realizing the reality.
I can imagine your pain as such a sensitive soul, but... at first, one must choose one's own battles in this difficult life that each of us is leading...