I've experienced the unrequited bit but not the "ultimate rejection." That is, I've expressed my love for my therapist, and not had it returned to me, i.e. he is not "in love" with me, does not love me, would not sleep with me, and strengthened his boundaries by reiterating I shouldn't schedule with him for late apts or to be the last apt etc. So, I have fantasized that he reciprocates my feelings for him, but intellectually I know it's not the case. If he felt like I did he would abandon his career and risk it all to be with me, LOL.

Transference for me has been painful but is slowly getting better with time. In time my therapist started (intentionally I assume) mentioning other women he dates. At first this really bothered me, and now not so much. I think the therapeutic setting is very seductive, at least for a person like me who is desperate for a kind ear. Not sure if this helps you or not, but time will heal it for you. The grief you feel likely extends back to earlier trauma, which is why it's so intense.