Should I get help or just find a way to live with it?

Sorry in advance, this may be more of a long rant than a structured post.

I'm wondering if I should seek some sort of psychological help for some depressive symptoms(I think?) that are starting to come back. I've never been diagnosed with depression so I sort of figured it was just brought on by stress. I have these concerning, uncharacteristically violent thoughts and something that tends to calm them down and just calm me down in general is the thought of killing myself. Like specifically shooting myself in the head. I looked it up and apparently it's called intrusive thoughts.

I joined the military not too long ago and it seemed like it helped a lot, like I had no thoughts of kms and no crazy violent thoughts, but now that things are calming down and I'm not so damn busy those thoughts are starting to come back. It's not as bad as it was when I wasn't in the military and damn near completely inactive cause now I can focus on the gym and work and the thoughts fade to the back of my mind but it's kind of concerning that they didn't go away. I kind of don't want to go see a mental health provider cause there's still a strong stigma against that here and it's not affecting my life in any significant way but I'm just wondering if it's be a bad idea to just find a way to live with those thoughts or something.

Sorry if this isn't actually depression related, I kinda just don't know what else it'd be besides that. I also don't know if this would get me kicked out of the military so if there's any service members here please let me know if that's a possibility.