This is quite a difficult situation, one that many of my colleagues also encounter. Not I though, yet. However I do have a client who would want to die, but she is not as far gone physically as this client of yours is.
I have suggested things to people, in the past, outside of my job. Things that are hard to decide on whether or not one should tell. Most of the time people already know all the things they can do with medication. Part of me however thinks: if a person is really willing to give up, the body would correspond and act on it.
I don't have anything to prove this statement, save for myself when I was so depressed my body took care of the healthy part and made it sick, dropping 30kg in a month's time. If he -really- doesn't want to live anymore, I think he would have insisted on the gun, regardless.
You are in between a person's wishes, the law, the rules that your employer puts on you, and the family members. I'd say all you could suggest is to tell the client to pick a less messy way, to think of the relatives who have to do the clean up. Usually they either snap out of it, or they act accordingly in due time.
It's a tough situation. Good luck!