Niece passed away at 36 weeks

My youngest sister was due with her first child on October 3rd, she had her doctors appointment today and they could not find a heartbeat. They said that her fluids were low and the baby passed. I am emotionally broken because I don't ever want my sister to have to have this pain in her heart. We had just celebrated her baby shower on Saturday and 2 days later the baby passed away. I don't know what I can do to help her besides be here for her but I get so closed off in these situations