[Belial]

I think what he means is sometimes you need a confrontation or people will take advantage of you.

I think you are awesome for sticking up for yourself, you need to continue doing it. Start documenting everything he says.
Does your store have cameras? did his actions make it onto one of these cameras?

These things cannot be dismissed as a joke, I don't see an argument occuring with that. If someone thinks suicide or cutting is a joke, that could indicate deep seated emotional issues with the person making these terrible jokes.

We have laws to protect people from what you are having to go through, please don't ever think you just have to take it because you work there.