That's cleary some major problems - the "cutting" and "suicide".
Well first - you know that jurisdiction is in Montana within the county where they now reside. So everything you do will be there - not where you live in Illinois.
Second, anay and all custody and visitation matters are a decision of the presiding judge and what they feel is in the "best interests of the child".
Third as to the Best Interests of the Child:
The court shall determine the allocation of parental responsibilities, including physical custody and visitation, and decision-making responsibilities, in accordance with the best interests of the child giving paramount consideration to the physical, mental, and emotional conditions and needs of the child. In determining the best interests of the child for purposes of custody, the court shall consider all relevant factors, including the following:
1. The wishes of the child's parents as to custody;
2. The wishes of the child if he or she is sufficiently mature to express reasoned and independent preferences as to the custody and visitation schedule;
3. The interaction and interrelationship of the child with his or her parents, his or her siblings, and any other person who may significantly affect the child's best interests;
4. The child's adjustment to his or her home, school, and community;
5. The mental and physical health of all individuals involved, except that a disability alone shall not be a basis to deny or restrict parenting time;
6. The ability of the parties to encourage the sharing of love, affection, and contact between the child and the other party;
7. Whether the past pattern of involvement of the parties with the child reflects a system of values, time commitment, and mutual support;
8. The physical proximity of the parties to each other as this relates to the practical considerations of parenting time;
9. Whether one of the parties has been a perpetrator of child abuse or neglect, which shall be supported by credible evidence;
10. Whether one of the parties has been a perpetrator of spouse abuse, which factor shall be supported by credible evidence; and
11. The ability of each party to place the needs of the child ahead of his or her own needs.
So, based on the above - you will have to file a Motion For Modification of Custody.
Within the motion - you will have to list why it's in her best interests to be in your custody and not in the mother's custody.
Under the circumstances, I'm sure the judge would order psychological examination of the child to see what the experts think. Why is she cutting herself or contemplating suicide will be of the biggest concern to the judge.
Then the judge will base his decision on the psychologist or psychiatrist in the matter - they don't want to risk being wrong and they can hang their hats on what the expert's say.
So, this is going to be extremely expensive certainly - $10k easily. Your going to need to retain counsel in Montana immediately and then follow their advise.
I don't want to sound like a complete pessimist - but it's not going to be easy. In fact, it's going to be extremely difficult.