I was in a relationship with a girl and we were together about 2 years. But when I come to know that Islam doesn't permit us these relationships before marriage. I left her with a message that wait for me and one day I will do nikkah with you. She didn't agree with me. But I left her. But no she sends me message every three day that she's so depressed and that I am doing wrong to her,she will hurt herself and Allah will not forgive me. I tell her that it's okay. But she's not agreeing. Will Allah punish me for this?
In this case, leaving the relationship is nothing wrong, and in fact, you are trying to stop a wrong. So, it is your job to leave it.
But, how you do so is something you will be questioned about. You have to be gentle but clear. Be clear about the fact that it is not allowed in Islam to have such relationships, and that is why you cannot have it. Be gentle about it and apologize.
And, if you see that there is still a problem from her, you should inform her parents or relatives about it to make sure she does not do anything wrong.