This is a human child you're talking about. A person who is thinking about KILLING himself. Do not hesitate and stop worrying about who you are going to offend.
Here's what I suggest (as a medical professional who has gone through several suicide prevention courses):
1. Call his parents. Calmly talk to them and tell them about your concerns. This boy is emotionally unwell and has ready access to a deadly weapon and ammunition. That needs to be mitigated. This is the stuff made-for-TV movies are based on.
2. Keep your daughter away from this boy until he's had help and counseling and whatever else he needs to get better. Again, this boy is emotionally unstable and has access to a gun.
Get over your fear of offending or being thought of as "some crazy lady." Think of it like this: What if that were YOUR son? Wouldn't you want to know? How would you want to be told?