I don't think it was a conscious or subconscious suicide attempt. In a country where weapons are so easlily available there'd have been numerous more effective ways. I think you were just absentminded.
Yes, the Murphy effect (problems coming in groups), can trigger a latent depression and I'm afraid you'll never get beyond that. You'll recover but it'll always be lurking, ready to strike again. It's a constant fight and you'll get thinner skinned the older you get. Don't worry, though, you'll compensate by being more experienced in life and in dealing with problems.
The most important thing to do now, imo, is to try and find a better job. Don't quit your current one before you got a new one! It's far easier to find a new job out of a current one than it is to get a job when being unemployed.
Another thing is to get into contact with people and making friends. Las Vegas with its many tourists might not be ideal but there must be some local cultural life. How about attending evening classes? That's a great way to get to know people who share your interests. Or if you play an instrument you could join a band? Or a choir, if you are a singer. If you like board games, how about putting up a note that you're looking for a few like-minded people for a regular game evening?
If you have a dog or can borrow a neighbour's, take it for a walk - dog owners quickly get into contact over their animals.
Perhaps some poster here is from your area and would like to meet? Put up a note in the RL meeting forum
At any rate, by coming out and posting here, you've taken the first and most important step away from the isolation and towards others. And you'll see that you are not alone. Many of us have been there, done that, picked and spun the cotton for the T-shirt
And thanks to the time difference, there'll always be one of us online if you need to talk.