I have not heard of it happening - but I know of Witlesses that think it could.
Once, while a fresh lad in the organization, a pioneer sister and I were talking out in service. The subject of suicide came up - she expressed her greatest fear in the matter was not dying at her own hand [don't worry folks she is still alive 35 years later], but rather that she would be disfellowshipped 'in abstensia'.
So whether it would ever happen or not - this kind of thinking makes one subject to the foolish teachings of the WTS - even taking the idea to the grave perhaps.
Jeff