Mental disorders and suicide are considered global health problems faced by many countries worldwide. Even though advancements have been made to improve mental wellbeing through research, there is room for improvement. Using Artificial Intelligence to early detect individuals susceptible to mental illness and suicide ideation based on their social media postings is one way to start. This research investigates the effectiveness of using a shared representation to automatically extract features between the two different yet related tasks of mental illness and suicide ideation detection using data in parallel from social media platforms with different distributions. In addition to discovering the shared features between users with suicidal thoughts and users who self-declared a single mental disorder, we further investigate the impact of comorbidity on suicide ideation and use two datasets during inference to test the generalizability of the trained models and provide satisfactory evidence to validate the increased predictive accurateness of suicide risk when using data from users diagnosed with multiple mental disorders compared to a single mental disorder for the mental illness detection task. Our results also demonstrate different mental disorders' impact on suicidal risk and discover a noticeable impact when using data from users diagnosed with Post-Traumatic Stress Disorder. We use multi-task learning (MTL) with soft and hard parameter sharing to produce state-of-the-art results for detecting users with suicide ideation who require urgent attention. We further improve the predictability of the proposed model by demonstrating the effectiveness of cross-platform knowledge sharing and predefined auxiliary inputs.