Feel trapped in a relationship, what would you do?

My fiancee of 3 years has cheated on me a second time, the first time it happened really fucked me over paranoid everyday since it happened, ill try and keep it short and sweet. I feel like i dont love her half as much as i used to before all of this and the trust is basically dead completely.
I feel trapped because i feel she may kill herself i if leave, she suffers from depression from time to time, which i help her a lot with. It was like this after the first time i found out but i stayed and gave her a second chance. It isn't a direct threat of if you leave me I WILL kill myself but more hinting at not wanting to live if i do there being no point, just throw her self out the window etc. I feel i can't leave i know i can't spend the rest of my life unhappy but
I couldnt be happy ever again knowing that someones reason for suicide was me, i can't have someones coffin on my conscience. So do I call her bluff i dont know what to do seems like a huge gamble , thank you. will give more details as needed
Feel trapped in a relationship, what would you do?
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