i would treat it the same way as if someone said they had cancer or any other medical condition. if the "threat" was imidiate i would call an ambulance, if it was not imidiate i would refer them to a GP to get a referal to a psycologist.
And that psychologist would probably, among other things, work out some strategies with the depressed individual to help them fight their suicidal urges. Depression is a mental illness and there is a mental component to fighting it (or, on the other hand, succumbing to it).
the fact that some people die from it doesnt "belittle" those who suffer anymore than some people dying from cancer "belitles" those who survive or suffer for years with it
People do not have the option of resisting the urge to succumb to cancer. Cancer either kills you, or it doesn't. I'm sure dealing with cancer is a struggle, I don't mean to suggest it isn't, I'm simply saying that one cannot through sheer determination resist death by cancer. That is not the case with depression and suicide.
Yes, when you suggest that depression either kills or it doesn't, no free-will involved, you are absolutely dismissing all the millions of sufferers who've had the urges and fought them. Most importantly I don't think your suggestions are accurate, but secondarily I think it's obvious that they are not helpful to sufferers of depression. I would rather my suicidal loved one feel empowered to fight their illness, rather than think that every time they feel an urge to hurt themselves the depression is simply winning and they're helpless to fight it.