He wants to commit suicide because they rejected his marriage proposal

Allaah says (interpretation of the meaning):
"And do not kill yourselves. Surely, Allaah is Most merciful to you. And whoever commits that through aggression and injustice, We shall cast him into the Fire" [al-Nisa' 4:29-30]

No matter what psychological pressure or extreme distress befalls him, the Muslim cannot go ahead and kill himself, because he knows that the punishment for that is Hell and a painful torment, as the Prophet (peace and blessings of Allaah be upon him) said:
"Whoever throws himself down from a mountain and kills himself, he will be in the Fire of Hell throwing himself down for ever and ever. Whoever drinks poison and kills himself will have the poison in his hand, drinking it in the Fire of Hell for ever and ever. Whoever kills himself with a piece of iron [a weapon] will have that piece of iron in his hand, stabbing himself in the stomach with it in the Fire of Hell forever and ever." (Narrated by al-Bukhaari, 5778).

Starving oneself to death by refusing food is also a kind of suicide and deliberately killing oneself. How can a Muslim who believes in Allaah and the Last Day think of trying to move from the suffering of this world to the suffering of the Hereafter, which is more severe and more long-lasting? No sane person would do this. And for what? For a woman, when you could always find another woman to marry, for there are many women besides this one. Moreover, circumstances may change, and they may change their minds and agree to the marriage after a while. You could look for a college or school in your country that is only for women, which your wife could join, and that would solve a part of the problem. Whatever the case, you have to seek the help of Allaah and persevere with sabr (patience).
Allaah says (interpretation of the meaning):
"And whosoever fears Allaah and keeps his duty to Him, He will make a way for him to get out (from every difficulty)." [al-Talaaq 65:2]
"Allaah will grant after hardship, ease." [al-Talaaq 65:7]

We also suggest that you refer to the book "Alhomoom – Dealing with Worries and Stress", which is to be found on this web-site, and put into practise some of the things described therein, to calm you down and restore your equilibrium. Allaah is the One Whom We ask to relieve your distress and grief. May Allaah bless our Prophet Muhammad and his family and companions, and grant them peace.