Major Rathbone's accomodation in Hannover

[My Name Is Kate]

Henry had been sleeping with a loaded gun under his pillow for the few weeks before the murder. His post traumatic stress and depression was worsening. The night before the murder he actually sat in a family room "staring blankly and picking at a handkerchief". There's no doubt his ruminations and paranoia was at its height. Clara herself mentioned to her sister that "the end was not far off", however she assumed he was going to commit suicide.

By "they" I mean primarily his wife and her sister. And why would Clara not have done so? And why did they allow him to have a loaded gun when they feared he was going to commit suicide?