What is the ruling on one who vowed that Allah would make him bewildered in this world and the Hereafter if he did not fulfill a promise he made with Allah, and then felt distressed in the Haram, and expiation for an oath or a vow did not benefit him, and he is still living in a state of despair and depression?

What the questioner did is impermissible, as the Prophet (peace be upon him) forbade a person from invoking curses upon himself. His vow takes the ruling of a covenant with Allah, which Allah Himself called a promise. If he has broken his promise, then his ruling is that of one who has violated his covenant with Allah. He must increase in obedience, remembrance of Allah, and drawing closer to Him, for breaking a covenant with Allah is severe. As for his thoughts of suicide, these are from the stratagems and whisperings of Satan, and he must fear Allah and cast off these whisperings, and increase in the remembrance of Allah, the Exalted.