I'm so sorry to read of the bereavement you have suffered through the loss of your friend. And I'm especially sorry to hear of how his death is impacting on you. I can't begin to imagine what it is like to lose a friend at all, let alone this way.
It is very natural to ask questions and to seek answers, when faced with a sudden and somewhat-unforeseen loss like this. Many people (myself included) have an idea of what we think happens when someone dies. The reality is that no one really knows though, and that focusing on such questions is only going to result in a myriad of possibilities and (knowing people on TSR as I do) a lot of immature and unnecessarily squabbling to prove who is "right", which would actually result in the pain you are going through being overlooked.
So if it's OK by you, I am going to focus on what *you* are feeling and going through, rather than telling you where I think your friend is and what may have happened to his soul. I think that's the more helpful thing to do: to focus on helping and supporting you in this moment
There are two things that really jump out at me from your post. One is your sense of life being pointless if we could die at any moment (please do correct me if I've misunderstood what you said about that), and the second being a sense of guilt about your last conversation with your friend. Let me address these separately.
The notion that we could die at any moment is a terrifying one, for sure, when one thinks about it. I don't know about you but I'm someone who needs to know and prepare for everything in life. So the prospect of not knowing when one may die, is a very unnerving one. But, in a way, whatever one's (lack of) religious beliefs might be, the very fact that we don't know when we might die, or where we may go when we die, actually shapes a purpose in life, and a point to it. If you don't know when you might die, it's best and good to make each second count. We do this by living in the moment and living as best a life as we can, and being the best person we can be, and the best friend we can be
Which brings me to your second point, about your last conversation with your friend. It sounds like you are blaming yourself a lot for not acting or saying more about his feelings, in that last time you spoke. The reality is, that you really weren't to know how serious your friend was being when he said this. Indeed, even *he* may not have known how serious he was being. (I say this as someone who has a mental health problem which is effectively schizophrenia and bipolar combined. I know that most of my suicide attempts over the years have not been premeditated and I have not known when I'm about to attempt something.)
It is not your fault that your friend took his own life. I think it may be good for you to explore some bereavement counselling, to explore your feelings about your loss in a safe, measured and professionally-supportive environment. I hope you take this suggestion - and indeed, this whole post - in the spirit it's meant