Abit of backstory.
My oldest 2 DC have always been close to their great grandparents (on their dad's side) staying regularly with them from toddler age. Their great grandad passed away September 2019, it was a long heartbreaking loss to dementia. Both DC have a pillow with a photo of each of them with their grandad that they have on their beds.
My DC still stay regularly with their great grandma, they are very close. She is in her 70s (not sure on exact age) but she's in relatively good health.
My DS has recently had trouble sleeping, saying he's scared of people close to him dying. Mainly me and his great grandma.
I've reassured him we are healthy and won't be dying any time soon and to make sure he makes the most out of the time he gets with his great grandma.
I'm not sure what else I can say to make him feel better.
We aren't religious. I believe when we're gone, we're gone.