Not all counselling is the same so maybe some specific bereavement counselling might work rather than CBT.Depression and anxiety are part of the grieving process too,so its hard to know whether whatvyou are experiencing is from one source or the other.I have SAD but grief seems to strike hardest at this time of year.Is it the SAD or the dark lonely nights closing in ? I don't know.
I can't advise on antidepressant,I can't take them as they make me physically Ill but maybe some alternatives might help.Simply getting outside,walking in the woods,feeding the birds,just going back too the simpler things of life,maybe meditation,sleep yoga or herb teas.Getting enough sleep and also healthy eating can make a huge difference but tend to be things we neglect when dealing with grief.Most of all we neglect being kind too ourselves and that means accepting that grief isn't simple,doesn't watch the clock,doesnt end after the funeral and is life changing.