My understanding is this is common in a gifted kid. I've seen it in a friends child, and to some extent in my own DS15 although he was never bad enough for it to cause nightmares. My son wrote an essay at school in 1st grade that that implied he might as well die now because we are all going to eventually die, or something along those lines I've forgotten the details. We had to have a meeting with the principal because anything that looks like a suicide note has to be taken seriously. His teacher/principal understood it was because of his giftedness and he wasn't really contemplating suicide. He really wasn't, he was just wondering.
I don't have any great advice. It sounds like you are handling it as I would. Talking about the positive and that other people are working on these issues. The only thing I can think of is to try keep him off these topics close to bedtime.
Good Luck.
