You have to work it out with your therapist. Mine asked me to terminate with the other, online therapist (my T was away for 6+ weeks so I worked with an online therapist on a different area of my life). If your therapist does not want you to see another therapist while you are seeing her, it is likely it cannot work well as one T is against it and would probably not want to see you anymore as she would not want to work under those conditions. Did you tell the grief T you were already seeing an individual therapist?