A N.J. cop was trying to save his struggling brothers in blue. Then he died by suicide, too.

The ominous warning came in an Instagram Live post. “We’re going to talk about loss … we’re going to see a lot of loss tonight.” Mike Failace recorded the startling message last spring, just before taping an episode of the podcast he co-hosted about suicide and depression. It was yet another troubling sign in a series of them. There had been out-of-control drinking binges. Irrational behavior. And unsettling messages scrawled in marker on the former Lyndhurst cop’s coffee mug. “He always came off superstrong, like he was indestructible,” said Harrison...