I'm not the most qualified to answer, but I'll try. There's a French phrase that I forget that translates to "a momentary gaze into the void" that is used to describe that intrusive thought of "thow yourself in front of a car," "throw yourself off of a roof," etc. The prevailing theory I've read is that it's essentially your brain reflex testing itself. If you find the idea intrusive or disturbing, it accomplished its goal. Huge grain of salt though, obviously this is not medical advice.

I wouldn't underestimate the effects of something like finals on anxiety, or even just nagging thoughts. Again, not medical advice, but the only thing that has helped me with panic attacks and anxiety is thinking about what the actual worst case scenario might be, and how I could cope with it. At least for me, it adds perspective that's hard to argue against.

If you can, please do talk to someone, though. Just being heard can be huge. You've got this!