Letters to the Editor
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Some thoughtful posts here
I would second the reader who suggested that LW look into the possibility of clinical depression.
A piece of advice, though, if you decide it is mainly existential depression and start experimenting with faith. Don't start with the idea of finding security against existential annihilation and the eternal loss of loved ones. Start with the hope of finding God or Truth and learning how to live faithfully and loyally in the service of God or Truth as that begins to reveal itself to you.
Somebody quoted Augustine: "You have created us for yourself, and our hearts are restless till we find rest in you." Notice that the saint says "find rest in you" -- God -- not "find rest in the assurance that death is not the end." It's a subtle distinction but an important one.
Find a good congregation that is trying to love and serve God in the real world, not one that promises you a cosmic insurance policy. And look for an intelligent pastor who can listen to your concerns, let you take things at your own pace, and help you explore spirituality and prayer -- not one who promises that if you just do it his way you will never again be lonely or troubled or filled with existental dread.
Christ himself experienced existential dread. You're in good company. Good luck in your search.