a. Doc Robbins and Dave think of him as a joke through the amount of fun they have chopping up his body and throwing his parts away. That Nick is as disposable as the other murder victims that come their way.
b. His parent's high-profile careers take higher ranking over him. Keep up a good appearance no matter what it takes and that includes making sure you look damn good at a funeral. It was how his dad said it that got to me, and Nick's post-death reaction to it. That 'WTF' look he had.
So in fact, I don't think Nick really cared about how he would look at a funeral, because he then he would have allowed himself to suffocate. I think he just wanted to end the misery the quickest way possible and in fact, not listen to his father at that moment. If he was gonnna die, let it be in spite of his parent's wishes.
Actually, what I got from his Dad's comments in the hallucination about him looking great at the funeral and how his mother would appreciate that, was that Nick was worried about how his mother would be affected by his death. Just before his Dad made these comments, Robbins said that he had died of asphyxia, which was not disfiguring. I think that he didn't want to shoot himself, because he was worried about how gruesome that would be for his mother to see. Also, as you said, his hallucination came from his subconscience, so everyone in it was therefore actually himself, if that makes sense. He projected his own concerns about himself and the situation onto the other people in his life. So maybe part of the reason that he didn’t want to shoot himself was his own desire not to be disfigured.
I don't think he wanted to commit suicide to "make a statement" to his parents, I don't think he wanted to do it at all, he just couldn't take it any longer. Because in his hallucination he had died of suffocation, I think that he hadn’t really planned to kill himself at all, but he just didn’t have the will to put up with any more torture. I think if there had not been any ants he might not have put the gun to his head.
I agree that his hallucination showed that he felt people didn't take him seriously and that they in some way thought of him as a joke, but I don't think that he felt his parents were more worried about appearances than about his death. Like I said above, I think he was concerned about how his death was going to affect his parents and in his mind the comments about his appearance were just his way of visualizing that.
I hope that all made sense, I’m finding it difficult to summarize my thoughts.