Having dealt with this more than I should have in my life, I know there really are no words that can be said. What can you say about something that takes the words away in the first place.

I hope this doesn't come across as a "do this, do that." That's not my intention.

I imagine your dad was under a lot of stress and had been fighting this for a long time, even before the divorce. The fact he never talked about how he was feeling this way is very common. The feeling of helplessness is something you are almost certainly feeling and for good reason, because there was really nothing you could've done.

The guilt and "I should've" thoughts won't go away for a while, even with therapy. There's not much that can be done except carry on and keep a dialogue with your sister and mother strong. You don't have to be the strong one but they may need to draw on you in time. You may have to be the strength for others if you choose.

It's ok to feel guilty because it's a normal feeling when grieving and this certainly is a very traumatic situation piled on what you've already got going on. It's going to feel selfish to start focusing on your own well-being but you're going to have to to stay healthy, mentally. You won't be much help to yourself or others if you don't look after yourself.

If you have a history of depression in your family, it's important to seek out therapy or lean on your network after something like this. Critically important.

I'm sure you know all of this already. But I see posts like this and I worry. I was probably projecting a bit.