Absolutely. If you can't handle the theme of suicide don't watch this series. A characters mom and best friend both die of suicide, and the close friend of the same character is highly suicidal.
A huge theme throughout the series is a highly suicidal character. The self-harming itself isn't shown on-screen, but the theme is explicitly discussed between two characters multiple times, the cuts are seen on-screen multiple times and the act of them being bandaged is shown. The character also puts themselves through alcohol and uncomfortable things, which is a lesser-known form of self-harm.
One character often does not eat much. It's not an eating disorder, but it's noticeable that they eat less than others, and considering they are already troubled they might have one.
At some point the main cast (minus the injured one) have to get their blood taken to test their blood type. One character seems highly and visibly disturbed by this and freaks out about it until another character helps them.
A main characters best friend, who is FTM transgender, dies by suicide. Several LGBTQ+ characters are presented in extremely dangerous states and situations.
A main characters mom died because of suicide, and the character has a lot of trouble with the room she died in. Her dead body is seen on-screen in an edit besides the series.
If you can't handle being kidnapped just don't watch this show. The whole premise is about angels being hunted for kidnapping and the main cast gets kidnapped.