Mine is/was manic depressive. Dealt with his "suicidal thoughts" during the marriage and after d-day. I never called 911 because I was always informed after the fact that he had been sitting in the other room with a gun in his mouth. Awesome.
You bet your life I would call at this point. He was on a voluntary '5150' (ie...would have been 5150 if he tried to leave) the time it happened after d-day.
If he says the words, call 911. Either he is serious and you've done your part or he is being a drama queen looking for attention and it will stop him from saying those things to you again.
Shouldn't be your burden to carry either way.