How do I be more supportive?

My fiances daughter passed over a week ago. I have been doing all that I can to give him my undivided attention and the support that he needs but it's becoming overwhelming for me. I'm feeling all of his emotions whether he is near or far. The problem is I am trying to comfort him but he goes to his baby mama's house just about everyday now but I have chosen not to go anymore because the last time I went which was by his request, she seemed to have a snippy attitude when I spoke to her. I knew she was upset with him because he was to meet her 9 in the morning to make arrangements for their daughter's burial but we didn't get there until lunch time, and seeing how he never does anything on time I hope she doesn't think it was my fault. He takes his father and his sister with him most of the time. I know she was his first love and that was their first child together. I gave her a hug despite the way she spoke to me but I could tell that she didn't want to be bothered. Nevertheless, I just stay back while he goes to be by her side. He says they are like bestfriend but with me is where he wants to be. I don't know what it's like to lose a child so I can't understand how he's feeling but I How do I be more supportive without sounding jealous, selfish and insecure. What do I do in the meantime?