Question

How does Dancy commit suicide? Why does he call his death another jump? What term does Colford use to describe Dancy's suicide?

Answer 1

Dancy is in a room when the inspector comes. He locks the room from inside. Then, knowing that he had lost it all and there is no way out of it, he opens the door and says, "you can come in now" and simultaneous shoots himself with a pistol.
Knowing that it was the only decent thing he could do, he calls his suicide as another dangerous jump, a leap that would spare him a lot of disgrace and dishonour.

Colford uses the term Hara-Kiri.
Hara-Kiri: The Samurai, a warrior group in Japan, formerly practised a ritual of committing suicide by cutting open their bowels. This they did to save themselves from the disgrace and dishonour in the hands of their enemies.