I would call the police and let them know he is suicidal and what he did with a loaded gun. It won’t send him to jail, so don’t worry. But what it will do is get him immediate help from professionals with the dosage issue, as well as anything else that might be going on regarding mental illness.
When you called the psychiatrist, did you also tell them what he did with the gun? If you were very clear and told them you feared for your safety, and they did nothing, then you need a different psychiatrist for any future appointments. If you were not clear with them and did not give all the details, then call them back and do so. “Major personality change” doesn’t tell them the extent to what you’re dealing with. If they still give you no help, call the police for SURE to get him proper help from someone else.
Please take good care of yourself. Please don’t sacrifice your safety or his safety.