There's nothing wrong with telling your T about your sorrow and loss! Your T is there to help you cope with life stressors, and it certainly sounds like your psych nurse's departure is a big life stressor right now.

If you're worried about whether or not your therapist disapproves of you seeing a psychiatric nurse, you can always ask for her opinion. This way you're not tormented with anxiety over what she thinks.

I can't say if her opinion will hurt you or not, but I think asking her will give you some closure. And if you are hurt by her opinion, you can still talk to her about why and how she hurt you. A good therapist is able to take criticism. And maybe she can give you some good advice going forward. Alternatively, if she isn't doing you any favors, you can always find a new therapist. You need a therapist who will support you, not hurt you.