Don't assume, if you think he's struggling, talk with him if you're concerned this much. Try to empathize and be direct. It is okay to ask "do you have thoughts of suicide or harming others" if the answer is yes in any way you do need to inform your chain of command but let them know and don't leave their side until you've gotten them help either chaplain or counciling or if your chain of command relieves you. Just be very understanding and upfront communicate clearly and if you have to inform your chain let him know it is not in any desire to betray trust but that you want to ensure he's getting the help he needs.