How do we know for sure he threatened to hang himself in the past? If that comes from Donna I wouldn't believe it for a minute. I think she is a psychopath and totally behind the death of her husband, who Ramsay was close to AND who perhaps protected Ramsay..and once his Dad was gone, maybe he "knew things" about Donna/about what she'd done.....and he was afraid. Based on the many comments I've read online from those who knew him well (past coworkers, friends, etc) I don't believe for a minute that he had any mental health issues - I believe that Donna did a lot of gaslighting where he was concerned, making him BELIEVE he was mentally ill (perhaps even sneaking meds into his food/beverages to make him hallucinate). I think she set the fire in her home so that she would be able to move in with Ramsay and have total control over him, maybe "keep him quiet" about things he might have known/seen with regard to his father's death. I think she was and is a truly evil sick twisted monster who had been for some time. I hope she rots.
I'm thinking the same way as all of the comments I've read from people who purport to know him implied, or stated explicitly, that he wasn't mentally ill.
When I read that Ramsay supposedly said something like, "When my father dies, I'm going to kill myself," I thought he very well might have said that, not meaning that he was actually going to do it, but just in reference to the idea that with his father gone, he'd be essentially dealing with his mother on his own.