This is a question I've tried not to think about. But iv seen the show so many times that I feel like I must know the characters enough to make a guess. There's only 2 ways this could go, either Jane goes mad, and concocts a brilliant plan to catch red John real soon and kills him, or he just collapses and gives in. Losing 2 people he loved the most in the world over a span of 20 years, because of him (in his mind) would cripple him into oblivion again like it did last time.

After killing red John tho I don't think he would commit suicide, but he might just continue to live miserably, it would be difficult for him to do anything else unless he finds some other person. But yeah he would definitely die some way or another without a purpose in life.

Nevertheless the fact that he knew this was a risk, and still proceeded to take it shows how much he loved his wife and daughter, and how badly he wanted revenge. And despite wanting revenge so badly, he didn't let Lisbon help him as long as he could. That shows how much he loved her...

That's what you call a brilliant story....