No, I didn't mention fingerprints on the pen. I could have, but it would have been hard to do. If he inspected it for fingerprints and found none, it would have been way too obvious.
If you we're in Russia and knew your life was in danger and wanted to write a suicide note, would you write it in Russian, especially if you had only been there a few weeks, if that? I wouldn't. But if you're going to play it out ignoring probabilities, maybe he wrote the suicide note, stole a pair of gloves, stole the gun, loaded it, cocked the hammer, threw the gloves out the window, sat down and shot himself. If you're going to get extremely picky, you're not going to have any fun.