Dear Theodora, I too am very sorry for your loss.
First I would like to say, please do remember that your son loves you, otherwise he would not be helping as much right now, and I imagine he loved his father too. So he too is bereaved and helping you is no doubt helping him as well.
Next, be honest with your son and daughter in law and if you haven't already done so, tell them that your feel you are becoming a burden to them, and that really he should have more time to spend with his wife and new child.
By saying this, you will, I hope, prevent either of them from giving in to a sneaking feeling that you are a burden. Right now, they probably do not feel this, but the thought may have occcured to one or other of them who has valiently pushed it away, as they love you and know what you are going through.
Not having experience of therapy, I cannot say whether you are right or wrong in discontinueing it, but others who know more about it than I, feel you should perhaps continue a little longer.
This depends, of course, on why you made decision not to go on with the therapy. You said the therapist had helped, and saying as you did "I made the decision to stop seeing the therapist" sounds to me as if you yourself were in two minds about what was best.
It is not my business, but would you prefer another therapist, or is therapy too expensive? Whatever the reason, perhaps you should mention it to your son.
I hope this helps.
I think we all dread feeling that we are a burden to others, but there is nothing wrong with accepting help when it is offered, unless we use the help as an excuse for not doing things ourselves.
This is clearly not the case with you. In your place, I would ring and have a chat with my daughter-in-law about whether she or they feel you are imposing on them, or not. But as your bereavement is so recent it is only natural that you feel lost and need help.