OP, first I want to say that I am sorry to hear about your sister's passing. Grief is a unique and complex experience. If it gives you some relief to talk to your sister in law, I don't think that is necessarily a bad thing. Especially because it sounds like you aren't receiving any support from your wife.
As a mental health professional I literally cannot pass up this comment without telling you that depression/anxiety (and mental health in general) is not "purely spiritual" and that kind of rhetoric is generally very harmful and "patient blaming." (I.e. if you were only doing this or that better, you wouldn't be sad). If practicing your spirituality helps improve your state of mind, that's great, but the mind is so much more complex than that and there are a lot of other contributing factors (like your brain chemistry, environment/support structure, and factors like the grief you are still processing). I think you are doing the right thing by seeing a therapist and opening yourself up to the assistance of medications. That is taking care of yourself.
If you haven't yet, this situation with your sister in law could be something to bring up in therapy. Either way, I'm happy you have at least one person in your life that seems to be listening to you and supporting you. I hope you can work things out with your wife, but ultimately you should do what is best for you.