Some say so. I think the threat is to dissuade people from suicide, particularly when it's the result of depression, which is treatable.
Many people who do commit suicide are mentally ill and not considered responsible for their actions.
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They go to hell. Unless they believe in god. Then they probably go to heaven.
The reason does not matter, you will go to hell if you commit suicide. That is if you believe in hell or heaven, that's just the Church's rules.
a better place than where you was when you was alive.
It depends what country you're in. Although in most countries, the answer would be no - there are some countries who view suicide as a criminal offence.
When the war is ended, soldiers come back to their families. Some feel really guilty and go slightly mad from the experience, then commit suicide. Also, some people whose family members have died in the war commit suicide.