I'm not the suicidal type, so I won't pretend to know the dread you're dealing with. That being said, to me, rock bottom is less of a temptation to leave, but a temptation to change drastically. You could absolutely just jump off a bridge, but afterward there's no other choice to make, no change is possible. Instead, why not take the chance to do literally anything else? Try living in a forest. Try breaking into buildings. Try walking to a warmer climate. Try to start a cult. Try being a vigilante. Try being a criminal. If it doesn't work out, or it's not fun, try something different. Worst case scenario, you can always kill yourself later, once you've tried all the interesting ideas you could muster.
Life always ends in death anyway, no point in rushing into it before you've experienced as many unique things as possible.