I was about to ask the same thing as Golden.
Did you grieve. Did experience the full range of emotions?
Cos it must have been a hell of a shock.
Thing is, whilst this may not have a direct association with what your going through. It's possible you have made a subconscious connection, over this period which keeps getting triggered.
I find it really odd that your therapist hast deliberately ignored this as possible cause for your anxiety.
Was there anything else going on for you around that time? Something you may have forgotten or put to the side because of the passing of your father?

Sorry, I am sure you have racked your brain a hundred times, thinking all this through.
Wish I had something more to offer than vague notions.
All the best, and keep working on it.
Involve yourself in stuff you love doing and try not to dwell on it too much. As you know these things become self fulfilling prophecies when anxiety is concerned.