Unless the woman confided her suicidal thoughts to you, it may not be true. Even if it is true, her depression is not contagious. There is no reason to stop being friendly with her at church. Healing her'' is not your responsibility. Your love cannot possibly cure her depression.
Medical intervention is needed.
The most supportive thing you can do for her would be to greet her lovingly when you see her, tell your clergyperson what you have discovered, and see to it that she seeks medical attention if she is, indeed, suicidal. During World War II, an American pilot was shot down over France. He landed in his parachute, and the French underground found him and tried to sneak him across the border to safety. During the journey, they stopped to eat in a cafe. He cut up his food with his knife and then picked up the fork in his right hand to eat.