Its a bit of a mixed bag, while there is a supernatural element to the story, I dont think one is supposed to take the literal sense of a creature dragging you down as an obvious unrealistic precedent. Although its the central point that sets the mood within the story... Its just another part of this tale´s storytelling.
(Since suicide based stories with psicological implications already exist, looking for something similar within this story wont really be of any use to you at the moment). The thing about this author is... he likes doing weird shit. So dont look too deep into the meaning of whether its an internal or an external matter which causes suicide. This story is currently just about a silly suicide magical girl who stops monsters that kill people. Also, I think all of the previous is just the main setup. When it comes to magic and shadow topics, there is alot of potential for exploration through the character arcs within the future-story. Altogether I think this can be a fun read that can develop into something more serious over time if you give it some leverage to first develop its concepts.