i can somewhat relate, i had a very close relationship with my nani, she had a total of 8 kids and 18 grandchildren so ya it wasn't as if i was an only and ladlee or something but on some level we just clicked and could talk. it was very hard for me to lose her suddenly and i took it the hardest, could not share her loss with others because the way i knew her, nobody really did.
i took all that sadness and sort of gathered it in a corner somewhere and now whenever i'm down or just lonely, i go to that place and i cry for her and for myself. maybe its a coping mechanism, but its normal, don't fret over it too much. to share such a beautiful rishta with a kin is rare and we should treasure it and hold on to its memory :)
you are exactly right dramayBazz, when i miss her and cry for her, i feel like that my relationship with her is still alive, it didn't die with her, and even though i cry and miss her, it makes me happy that she is still the only one who is close to me.