Do not worry about it. It really does not matter how you feel about this new member of the family.
When my DGD was born, even though I looked forward to her arrival, when she arrive she seemed to me to be some little intruder in the settled family we were. She had night terrors from a very young age and just screamed most of the night. I felt so sorry for my son and wife struggling to manage her, but at the same time resented her keeping me awake.
But I could stand back from these feelings and see them for what they were, my adapting to a complete change in the family make-up at a time when I was also dealing with my father's final illness and death.
So relax, let these feelings float over and you and away. Even if, despite everyone's assurances, you do not feel different after the baby is born, again, it doesn't matter. just pretend to feel delight and do all the things proud grandma's are meant to do.
My feelings of resentment lasted a few months, but soon disappeared as I recovered from my father's death and everything that went before.
But mainly just remember, it does not matter how you feel about your coming grandchild. We do not all need to feel the same about grandchildren and there are grandparents who really do not want grandchildren.
Just relax, you have had a recent tragic bereavement and are struggling. Perhaps you would be best stepping away from all your counselling and therapy and just relaxing into your grief instead of fighting it.