Palestine

In his death-row memoir, Rudolf Höss discussed the “many suicides” among the men of the Einsatzgruppen and those “who could no longer mentally endure wading in the bloodbath … [and] went mad.” He continued, “Most of the members of the Special Action Squads [i.e., Einsatzgruppen] drank a great deal to help get through this horrible work.”¹⁷

Likewise, SS colonel Paul Blobel, the commander of Sonderkommando 4a, who enjoyed his reputation as “‘an efficient killer of Jews’ as well as a ‘drunk and a monster,’” still attempted to place himself in the rôle of the victim by citing the “psychological trauma” of his experience, in which alcohol became a means for dealing with his participation in genocide.¹⁸

(Source.)

Nevertheless,

There was […] a notable lack of guilt among the top [Axis] leaders, but fear of retribution may well have prompted their suicides.

(Source.)

I have seen plausible claims that camp guards in particular were more suicidal, but I have no proof.