You were not wrong for documenting what you heard - the fact that the patient was end stage lends to the idea that she might well be suicidal. Now end stage liver disease is miserable and I don't want to start and end of life issues topic here so please understand what I am about to say.
Even if the patient was joking there is always a bit of truth in every joke in cases like this I would have called the physician and gotten an order for a psych consult. In some facilities you can do even do this without a Dr's order.
Perhaps it's time to talk to the patient about end of life issues, hospice care etc....Pt's have a right to face death with dignity and maybe this patient just wants someone to talk to.
What you documented was correct. If that pt was sent home and killed herself and the family decided to sue which I doubt they would but you never know. You made a note that you were concerned about the patients welfare.
Don't argue the point with your sup but be comfortable in your heart that you did the right thing.
hppy