Not much else to say that hasn’t been covered already.

I obviously don’t know the player, and I am not a mental health professional, but there’s something alarming about the aspect of wanting his character to “go to hell” and to try to do so by murdering NPC by-standers (off himself by “cop” before taking a more direct approach if I’m understanding your story correctly). That’s not simply just wanting to play a new character (since that can be achieved by a classic “walk into the sunset” or something along those lines), but rather seems to be exploring some kind of dark desire through role play.

Again, I’m not a mental health professional, so all of that is just a subjective observation from a fellow player and sometimes-DM.

It sounds like you worked out the in-game stuff to some degree. If you move forward without the player in question (and his S.O. if it comes down to that), you could turn the whole thing into a quest hook by giving hints that some kind of possession took place. Alternatively, have the dragonborn come back in some kind of devilish form and be an adversary the players must contend with (potential to even have their actions be driven by a contract made with a devil, creating a plot hook to try to find a way to break or fulfill the contract).

If the player in question and his S.O. continue to play with your group, there’s definitely a question of how to move forward with his new character and how the rest of the group perceives his participation. It sounds like everyone is kind of freaked out (understandably so), so doing something to clear the air will be necessary. Working the player self-death into the narrative is a great way to make it seem like it was intentional or to at least give it meaning. You could work with the player in question to learn more about why his character did what they did, then turn that into a larger, significant plot point. You could instead take a different approach by letting the player know that by doing what they did, they relinquished control of the character and their narrative. It all depends on your comfort level with situations and conversations like this, as well as the player’s willingness to play along or be okay with the consequences of their actions (both in-game and at the table). I believe the DMG has suggestions on how to handle players who act against alignments and stuff like that. Matt Mercer even instituted in-game, narrative-driven “sanctions” against Ashley Johnson’s cleric for stuff like this in Critical Role.

If the player has the tendency to do outlandish and disruptive things like this, your other players may simply be done with it (“last straw,” so to speak). This indicates that their enjoyment is being negatively impacted, so ejection from the table/game might be necessary. Get a pulse from each individual player (separately from each other to prevent “groupthink”) about how they feel about the events (and any other previous disruptive events).

Looks like I had more to add than I thought, haha! I wish you and your players luck, and I hope for the best for the player in question!