How do I deal with a toxic coworker I can't go to HR about?

I am in a very specific situation, and a terrible one. TL;DR I have a coworker who makes the workplace a miserable place to be but I cannot go to HR for various reasons, and the job market makes it impossible for me to find something else or just quit. I am trapped with this man.

So here's the deal. I'm a contractor, I have been for two years. I was told when I started that I would be brought on after 6 months. The other contractors, who make up the majority of my department, were told the same. They have been here longer than me. The company's one employee we work with is the one who's the problem. He is extremely temperamental and tightly wound, when something goes wrong he screams swear words and talks about wanting to do violent things to people. But because he's the only real employee, he gets saddled with most of the work by our bosses- who aren't even in the building. Our bosses are all in another country, running things remotely while managing their own branch. So it's just us, designating ourselves work and keeping ourselves accountable. There is no supervisor to see this behavior.

On top of this, he continuously takes on more work than he can handle, when he could absolutely say it's too much for him, but he refuses to turn down requests, leading to more malice emanating from him and more negativity in the workplace- he's doing it to himself. We also do not have HR in the building, and being a contractor, I don't even know how to contact THIS company's HR. But I can't go to HR. He would probably be fired for all the horrible things he says, but again, since it's just us, we would have to train a new person to replace him- but that's absolutely nothing compared to what he would do. He has been very vocal about being extremely poor, living paycheck to paycheck, and being suicidal. He cannot afford a doctor, he cannot afford therapy, and he has no friends or relatives. He's said numerous times that his dog is the only reason he's still alive, and when the dog dies, he will go too. With the job market the way it is, he wouldn't be able to find anything after being fired, and would very likely euthanize his dog and then end his own life because he won't be able to afford to live. I refuse to have that on my conscience if I report him. And if I DO report him and he isn't fired, he'll know one of us did it.

And again, with the job market, I've been applying around for over a year, 10+ interviews, nothing. Considering I have to pay rent and buy food, this means I am, in a way, enslaved to this company, forced to work with a terrifying person who talks every day about hurting someone or killing himself. PLEASE give me advice.