Wow, I'm sorry to hear that. That must be really difficult... I don't know how I would react if I was in your position. I tend to (overall) like therapy and find it helpful. I would suggest going to ses her colleague if for nothing else than to process the loss at least a little bit. You don't have to decide right away if you want to keep seeing a therapist, but maybe just go to talk about how some of this makes you feel. Sometimes people have "different" reactions to bl news about a therapist than they would necessarily with someone else. I think pary of that comes from the nature of therapy: it IS all about you. I know when one of my first therapists told me she was pregnant, I wanted to cry my eyes out. Normally, when someone excitedly tells me they will be having kids, I'm excited for and with them. I wasn't able to be that way with my therapist. All I could think about was how I was losing her as a support.
Therapy is a very one - sided relationship when it comes to trust. We, as clients, invest way more personal trust than they do. They may care and have to invest trust, but it's never going to have the same impact it does for a client to be vulnerable and trusting...
I hope you continue to do ok, but I also hope you can give the appointment a shot, even if you don't continue with therapy.