It is wise that you did not take his phone away completely. Someone who is suicidal needs to be able to reach out for help and also be reached to check on their well being at all hours of day and night. For people who are suicidal, a cell phone can be a literal life line. I would never take it away.
I had similar experience with my oldest, who is now 21. For him it was death metal, friend groups who were into self-harm and mutilation, inappropriate contentography, and sexting. I couldn't restrict his access to internet because of his school he attended, New Technologies High School. One of the requirements is that they have high speed internet access at home for the entire school year.
I gave my boys cell phones at an early age (11/12) because I'm a single mom, and a cheap burner phone and good locks on the doors is far less expensive than a babysitter or after school programs. It was difficult to navigate limits and how much control to have. The truth is, whether they have a phone or not, the internet is daily way of life now. I wouldn't get too hung up on what devices they have to access it with, the greater concern is teaching them how to make wise choices with it.
As for the music, there were times I felt it made my son worse. Other times it seemed to help because he cathartically expressed what he was feeling without acting on it. Also, it made him feel like he wasn't alone in his struggle (a freak). It was a mixed bag. Unhealthy people like, do, and want unhealthy things. It can be hard to know when something is a coping tool and when it is a dangerous influence. You just have to keep your eyes open the conversations going.
There is a delicate balance between vigilance and violating privacy (and yes, teens need privacy), intervention and oppression, protection and control, teaching wise/healthy choices and suppressing a person.
