jannie, I'm very sorry Steve died suddenly.
Of course you are hurting and grienving; you've had a sudden and important loss. It's a process you'll go through and it will move at it's own pace. It's perfectly natural to want to pull the covers up over your head; it's so much to take in. It's a shock!
People are uncomfortable when someone around them is sad or grieving. They don't know what to say. They want to comfort you but when they try, what they express isn't always comforting. Maybe knowing that what they mean is that they wish you weren't suffering would help you. They're comforting in the only way they know how. That doesn't mean that's what you need. If you need a hug, tell them that you could sure use a hug.
Remember too that those Steve worked with are also in shock and grieving as they continue to work every day, so when you call it might seem as if they aren't "real thrilled" to hear from you but it might be that they are overwhelmed with their loss, too.
You're feeling what you're feeling because you've had a shock and an important sudden loss. This is not something a person gets over easily and your next therapist will help you with it.
For now... be good to you
Lots of Hugs,