I’m sure this is scary. Your girlfriend is very lucky to have such a caring person as you in her life. But it is only normal for relationships that start so early to end. You have both grown and changed since you were only 14. One of the most important tasks of the teen years is to “try on” different relationships by spending time with a number of different people. It is only by letting yourself get close to others that you can find who will be the best “fit” for you for the long-term.
It’s not healthy or appropriate for you to be held hostage by your girlfriend’s threats to hurt herself. But it is definitely a serious concern. The best way to help her and to extricate yourself is to ask her parents or a teacher or another adult you trust to assist. You can then turn responsibility for her over to someone who can help her deal with a break-up. It is not a betrayal of her trust to do so (even though she may accuse you of doing so). The rules of confidentiality (whether to a friend or a professional) don’t apply when someone is talking about self-harm and suicide.
My guess is that her dependence on you is due to her fears about being alone. That suggests a shaky self-esteem and perhaps a significant lack of coping skills. She is avoiding dealing with those problems by leaning on you. An adult who loves her can help her either address those issues directly or get into therapy.
I wish you well.