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Mara is the leader of a faction in the 6th heaven:
(11) Devas Wielding Power over the Creation of Others (paranimmita-vasavatti deva)
These devas enjoy sense pleasures created by others for them. Mara, the personification of delusion and desire, lives here.
He's neither the king there nor the king of all demons. Demons mostly belong to the first heaven. That faction is just opposed to anyone trying to attain enlightenment or lead others to enlightenment.
People who commit suicide usually have an unskillful state of mind in their final moments. So it is most likely that they end up in a lower realm. But there can be rare exceptions.