I don't know if anyone else has mentioned this yet, but your dog is reacting to both his and your family's grief. He knows you all are upset too and that will reinforce his own sadness. Dogs are incredible at reading their owner's body language and feelings.

I lost a very good friend a few years ago, and our dog was very distraught over how sad I was. He didn't know the friend other than an occasional dinner so it's not like he was grieving the loss, but he was definitely in tune with MY grief.

I'm not saying to not grieve, just saying that as you all begin to heal, he will as well. Right now he's very stressed out for himself and for you. I'm very sorry for your loss.