There's absolutely no reason to say anything to her at this point. If she's still like this when you're baby arrives, then it might be time to address it. But the bereavement was only three months ago, and you have at least six before baby appears.
This exactly. Don't make this a problem until it needs to be. Firstly, your baby won't be here for some time, secondly, your MIL might be very different around a brand-new adorable baby and thirdly, even if she still is deeply grieving and talking about self-harm, it may not need to affect being in the presence of your baby / minding your baby.
I say this because my own mum is in the horrors of grief still, nearly 18 months on since my dad died. She doesn't do so in any way dramatically, as your MIL seems to have, but she does talk about there being no point in living, and life not being worthwhile. However, she is still a caring mother, and as good a grandmother as she can be to my 3 kids and her other GC. In other words. though she articulates that awful sadness, she does still interact with her family and continue living.
On your point Got to say im surprised at the comments suggesting he doesnt need any support from his mum about losing his dad...to me that is all wrong. I couldnt imagine not supporting my future children if their father died.
I might have thought this too, before my dad died. One of the hardest, but most understandable things for me, about losing my dad, is that I haven't really got the support of my mum. It's not that she doesn't care, she just can't - as another poster said, this is her life partner. No-one else can fathom how she feels; yes, I've lost my dad, and I'm grieving; I have 3 siblings, and they all have dealt with their grief differently. I feel that it is not possible for a widow / widower to support their adult children in their grief, certainly not in the early stages, and maybe later both can be a support to each other.
Finally, I really wish you could show some compassion to your MIL. Of course you know her, and we don't, and she may be all the things you say. But she is clearly suffering and you could consider some empathy for her situation instead of speculating about restrictions you'll 'impose' on her in 6 months time.