OP, I am so sorry for your losses.
The anger is palpable in your post, and I am so sorry that you are hurting so much. I think anger is also a stage of the grieving process isn't it? I would say it comes across as though your anger is misdirected at your family though. Your situation and theirs are completely unrelated objectively speaking. I think it is understandable that you don't want to talk to your pregnant relative, but in the interest of preserving future relationships, it would be a good idea to let them know that you cannot currently see them, because it is too painful for you, but that you have no issue with them as people.
Regarding the other family: I think they might be unsure what to say. If you are very angry they might feel somewhat intimidated and feel it is wiser not to say anything, for fear of triggering worse comments. I agree with a PP that counselling might be helpful, even if grieving is normal and not a MH problem. Could it be that your relatives are just expressing themselves badly/ awkwardly, and mean you need support (correct, because you are grieving) but say you have MH issues (which would require support too, but is incorrect)?
I hate to say it, but not letting your 4yo see her grandparents is spiteful, all the more so because they have a close bond (and must have saved you an absolute fortune in childcare bills!)
You can't lash out and punish those nearest to you because you are hurting over something that is entirely unrelated to them. It is not a healthy or mature way of dealing with your emotions. I am sorry if that sounds harsh.
I also want to acknowledge that it is entirely possible for your parents to not be supporting you through your grief appropriately, in addition to all of the above. That is a different issue though.