Hi Roopesh,
If your company has got solid evidence against the said employee then you don't have worry too much of his threat. In fact, any *threat* (whether suicide or harming any other employee in the company) by an employee itself can become the reason for disciplinary action against him/her. In my opinion, you/your company has shown enough compassion to this employee any more empathy could only harm you/ your company.
Regards,
Sudeep |