Take it with a grain of salt, but here is what the Wiki for Boardwalk Empire says about Mabel. I guess you can presume that the miscarriage took place first and could have been setting the tone for how she dealt with things later on:
http://boardwalkempire.wikia.com/wiki/Mabel_Thompson
Mabel was born on May 6,
1877. She married Nucky Thompson some time before
1896. Their first and only son
Enoch Thompson Jr. was born just before Christmas in 1897. He was sickly and underweight, most likely premature. She was determined to nurse him to health but she had little support from her husband, who was terrified of the frail baby, afraid to hold him or even look at him. Nucky avoided them completely and put everything into his new job as county treasurer.
A week after the birth, Nucky returned home late and finally found the courage to look at his son, at which point he immediately realized the baby was dead. According to him, Mabel had completely broken with reality", caring for the infant's corpse for days as if he were alive.
Enoch Jr. and Mabel's tombstone, as seen in
A Return to Normalcy.
Mabel was diagnosed with melancholia shortly before or after Enoch Jr.'s burial. Doctors assured Nucky that she would recover with time, but Nucky knew better. He later admitted that he knew Mabel needed him, but he was "so very, very busy. Mabel, left alone once again while her husband worked, slashed her wrists with his shaving razor a few weeks after the baby's burial, on January 19, 1898. ("
A Return to Normalcy").
Nucky is ashamed of the whole incident and whenever he is asked about his wife's death he claims that she died of
consumption, a fate that actually belonged to his younger sister,
Susan Thompson ("
Georgia Peaches"). The only person he has ever confided the truth to is
Margaret Schroeder, who he told about in early November 1920 ("A Return to Normalcy").
Ethan Thompson also brings up Mabel from time to time when he confronts his estranged son, jokingly asking if she is whoever he is dating at the time. Needless to say, Nucky is not amused. ("
Home")