I'm not frum, but I do consider myself fairly religious. I thought I'd provide my input as someone who might understand your perspective a little better than most, and I'm happy to talk further if you're still here.
I've been struggling with severe depression for a few years now, and my suicidal thoughts/plans have been getting more and more solidified over the past few weeks. I've been so distraught that this year I didn't even attend Rosh Hashanah services for the first time in my life.
I've certainly been concerned about what awaits me. The Torah says very little about the afterlife. Is Sheol real? A metaphor? Will our souls be cognizant of our deaths? I generally believe that, if there is an afterlife, Sheol is simply where everyone's souls end up. There is no eternal bliss or damnation. Only an eternal neutral existence. I obviously don't know what that would look like or if that's even true. I can't imagine anyone truly knows what comes after death, but if we do all really end up in Sheol why does it matter how we die? Judaism is much more focused on the here-and-now. How should we behave while we're alive? The Tanakh doesn't really concern itself with the afterlife, so how is anyone supposed to know what's an "acceptable" way to die? Did the halachik authorities actually know any better than you or me? I believe every word of the Bible, but not necessarily every word of the Talmud and Halacha. I am no halachik or Talmudic scholar, but there are various rulings that I have found fault with in the past. I don't openly accept all laws just because they are considered Halacha. As such, I'm not too concerned about adhering to Halacha in this scenario, and I don't think the Tanakh, itself, has much in terms of an answer to this question. You, of course, can give whatever credence you want to rabbinical authorities. This has just been how I have come to terms with the supposed sacrilegious nature of suicide.
I'd also like to note that I belong to a conservative synagogue, so they will most likely still bury my body in a Jewish cemetery and Kaddish will be said for me. That might not happen in your case, so it's something to keep in mind. I wouldn't be too concerned about that either though. I can't imagine G-d cares all that much which patch of dirt your corpse decomposes in.
Ultimately, I don't know your situation or reasons for wanting to die. In my case, I find life to be meaningless in spite of my firm belief in G-d and my faith, and therefore the suffering that exists around the world and throughout time is unjustifiable. It is impossible to understand creation, so I have little reason to endure the suffering of the world. Perhaps your situation warrants other considerations or questions. I strongly urge you to critically think about all your options before deciding what to do, but either way I wouldn't be too worried about how your afterlife will be affected by your death. There's just no way of knowing.
I'd like to wish you a Gamar Chatimah Tova, and may you find peace whether that be in life or in death.
