The dog companions cannot die, however, certain minions you can recruit can die under specific circumstances such as taking too much damage or when the player character dies themselves.
The convict seems to be addicted to cigarettes, the Drunkard is addicted to alcohol, and the player can choose to frequently use drugs such as cigarettes and another called 'Spice'
There are no graphic suicide. However, there is suicide symbolism by completing the game as you will use a gun on yourself to kill your (traumatic/violent/etc) past. This is portrayed as a good thing.