He had immunity from the Feds. The problem was that the civil suits against him would have deservedly left him penniless. Just a couple of days ago, one of his father’s friends was forced to turn over $625 million of ill-gotten gains. He knew he was a couple of hearings away from destitution.
They do not have immunity from the Feds for the criminal tax fraud charges.
Do you have a source that the sons had any type of immunity?
Large numbers of people go broke without killing themselves. He may have turned in his father in a cynical scheme like you said (I have not followed the case), but that doesn't really explain the suicide in my mind.