You're a truly caring person to put a child's needs in the front of your mind as you exit your relationship. I'm touched by your consideration for her and your accurate recognition that you're a capable adult and she's just a kid in all of this.
Can you remind me how old his son and daughter are, and how often they're with him vs with their mom?
Any advise on how to talk to his daughter, without telling her I am leaving before I tell her day, to ensure she knows that my decisions are not a result of my feelings or relationship with her?
The specifics may depend on her age. My gut feeling is that you are as straightforward as possible: "My dear, I want you to know this as clearly as possible -- you're an incredible kid, and you're so worthy of love and care. Even though I'm not going to be married to your dad any more, I want you to know that that decision was only between me and him, and has nothing to do with how wonderful you are or anything you did or didn't do. I hope that no matter what happens, you can hold on to that and know that you are so special and valuable just for who you are."
Or something that is true to you, and also just straightforward -- "It's not your fault, and I hope that if you ever find yourself thinking that, you can tell yourself strongly that it isn't true, because it's not".
She has a therapist, and I am hopeful that she has discussed the thoughts on hurting herself, but I am not sure. Do I say something to her mom? Do I keep quiet? I am not looking to create more conflict in my life by stirring the pot in reaching out to his ex wife but at the same time I am truly concerned about her.
I'm guessing that Mom is in touch with the therapist? Can you reach out to both at the same time, maybe a cc'd email?
I get the "wondering if/how to intervene" question. A few years ago SD15 (then 12 or 13) was telling DH and I story about a "weird kid" at school who was saying stuff like "something big is going to happen on Monday at school". SD then commented something like "I'm not sure I want to go to school on Monday". I'm just the stepmom but after thinking about it for a couple of hours I did email the school and titled my email "safety concern". It ended up being a dumb kid trying to hype a song he'd written, but you only know as much as you know, and sometimes for safety you do need to "overcommunicate" and then let the professionals sort it out.
I would err on the side of telling Mom and the counselor, and just be super straightforward about it: "Here's the situation, here's why I'm concerned, as much as I didn't want to overstep my role, I know we all care about Daughter, so as I transition away from being in her life, I want her to be cared for and I want you both to know what I know. Please don't hesitate to reach out to me at any time for any information you need. I wish her the best in your caring hands"
I don't see it as stirring the pot. I would think that the T would appreciate the info (kids don't always disclose everything in sessions) and would hope that Mom would be grateful for your concern.
Hugs as you go through this change in your life
kells76