Grieving while pregnant

Mia

I just lost my grandmother due to COVID and she was so excited to meet her great granddaughter in 2 months. So every time I think of how soon my baby is going to be born I think of how she’ll now never get to meet her and watch her grow up. My family keeps telling me to take care of myself and not stress because it’s not healthy for the baby but she literally raised me for half my life, and she loved all her grandkids but i was special to her being the first grandchild so we always had a different bond. Has anyone went through something similar and found a healthy way to grieve?