So sorry to hear you are going through that. First of all, try to relax and do some meditation. There is no need to die or take your own life. If you do, it will hurt your parents. Instead of sitting in fear of her threats, why don't you report her to police before she does?
If I were in your shoes, I would do the following (or ask my parents to):
1. report her to police for theft of jewelry
2. report her to police for intimidating and threatening you and your parents lives. Take this seriously.
3. begin recording all her phone calls and messages, save the emails - send these to your parents so they can use as evidence against her
4. get security for your parents, this way there is always someone around them who can protect them in case your wife tries to carry out her threats.
5. tell your wife, even if she harms your parents, that won't bring her to Canada
6. you know she lied on her passport application, report that to the police and the passport office along with evidence.
7. get in touch with a divorce lawyer here in Canada who is familiar with the laws in India, and seek their advice.
8. speak to some elderly people in Canada who are from India, and see what they suggest you can do.
It's really important to believe you will get through this and that your parents will also get through this. Try to stay positive and your parents should really consider getting some security guards to protect them.
Please do not allow this woman and her family to force you to sponsor her. Look at her she is behaving when she is not even in Canada. Imagine what she will be like when she gets here, and decides to go on welfare which you will be responsible to pay back?