All the responses you have been given have merit in them.
Yes, do access ‘The Fortress of a Muslim’-you can get it online, it is an excellent reference and you will be able to help yourself for many other aspects of life.
Forget your extreme idea of dealing with this situation; suicide is not an option. If you think that you are feeling lower than low at present, then why would you opt for an option which is untold times worse in suffering? That just wouldn’t make sense at all.
Yes, keep a diary, document what is being said, time place etc. In addition, do not engage in conversation with this woman unless there is a third party present as a witness or even better, more than one work colleague. This does not have to apply to all your interaction with her but if you see that she wants to be scornful and intimidating then stop her in her tracks by walking away or enlisting support.
All workplaces have anti-bullying laws, but as I have worked in countries which are not so advanced in their thinking I know that maybe this kind of support may not be there.
Workplace bullying is verbal, physical, social or psychological abuse by your employer (or manager), another person or group of people at work. No one has the right to bully others. Bullies are usually people with big personal issues and although they may appear intimidating, studies have clearly confirmed that these individuals are weak and lack confidence. This is why bullies seek out ‘victims’ to make themselves feel good about themselves.
Remember this EVERY time this woman tries to intimidate you. You are dealing with a WEAK person with issues who delights in belittling others in order to feel good about herself and these are desperate measures coming from an unhappy person who has big problems of her own.
Do not engage in any heated discussions or verbal exchanges with the woman. Try to stay calm and peaceful.
And Allah SWT says:
And not equal are the good deed and the bad. Repel [evil] by that [deed] which is better; and thereupon the one whom between you and him is enmity [will become] as though he was a devoted friend. 41:34
When you are being bullied it's important that you know there are things you can do and people who can help.
You have the right to be in a safe workplace free from violence, harassment and bullying.
In many countries, the employer has a legal responsibility under Occupational Health and Safety and anti-discrimination law to provide a safe workplace. Employers have a duty of care for your health and wellbeing whilst at work. An employer that allows bullying to occur in the workplace is not meeting this responsibility.
If you cannot resolve your problems due to the fact that your workplace does not have anti-discrimination laws, then seek work elsewhere if possible.
Having said all this, turn to Allah SWT first not last.
You will know what to ask of Him. Speak from your heart. You want strength, patience, to be free from the oppressor.
Allah SWT does not like oppressors and evil doers:
Yea, such! but - for the wrong-doers will be an evil place of (Final) Return! 38:55
Inshallah, you will find refuge in Allah SWT and His guidance will show you what to do. Yes I will make duaa for you. Salaam