So there are several things that you need to understand:
Firstly you can't use :unset suspend and that is normal. Suspending Vim is not controlled by an option (that you could unset) but by a command: :suspend. See :h :suspend
Secondly you want to disable the suspension triggered by ctrlz. This is a built-in command, thus you can not "unmap" this key combination. The only mappings that you can unmap are the one that you (or a plugin) created with a command :map <key> <action>.
What you can do is to say to Vim "When I press ctrlz do nothing instead of suspending as you usually do".
This is what this command does:
nnoremap <c-z> <nop>
You can understand it like this:
n Do the following mapping only in normal mode
nore Don't make it recursive (This is not necessary here but strongly recommended in all your mappings)
map Create a mapping
<c-z> The keys that you want to remap
<nop> This is the short for "no operation" i.e. Do nothing
You can add the line to your vimrc or simply type in vim's command line :nnoremap <c-z> <nop> so that the mapping will only exists in the current session.
See :h <nop>.