Grieving

I had to put my cat sleep last night. She likely had cancer and was cyanotic because she couldn't breath from fluid around her lungs. It was the right choice to end her suffering but I am a complete mess. I'm 30 weeks and already have felt emotional and now this....  Plus I have a 5 year old that is a mess trying to understand why Mimi is gone. Last night at the vet hospital I was having contractions and baby was clearly not happy. She is still active and moving around a lot. 
I know that dealing with pregnancy alone is hard enough and now dealing with this grief is a lot to deal with. Everyone is saying "calm down its just a cat. Think of your baby!" But for real that is some messed up advice from people who are clearly not being sensitive. 
I am venting but anyone know some practical ways to grieve when pregnant?