I've gone through client loss several times, by suicide, unintentional overdose, and natural means. I truly, deeply empathize with your shock and grief.
I didn't have a very supportive supervisor the first time, the client was a minor, and the circumstances were awful. Thankfully I was a part of an interdisciplinary team, and there were numerous other professionals involved the client's care and I was able to be a part of a process group related to the loss. Additionally, the family requested that all who were comfortable attend the funeral, and I chose to do that as well. In other losses, I have chosen other ways to honor and remember, such as AFSP walks, donations to organizations that represent the individual, or simple personal memorials in nature (planting a tree, hiking to a special place, playing a song or reading a particular poem someplace that feels reverent).