Hi William - sorry you have found yourself in this awful situation. Its early days and of course you and the children must be still reeling from the shock of it all.
It takes a while but you will find only over time that the acute agony and longing lessens - Its a roller coaster of a journey some days better than others and i dont think we ever stop missing them or loving them, but life does become more bearable.
having your grandchild will help a bit - and one of the things people have found, is creating memory boxes for children/grandchildren so that even though they will never meet them they will know in a different way about the person who has died. Only two of my grandchildren remember their grandad but the others, even those who were not even born know him in that way through the elder ones, but also through us being able to talk about him - I know its no consolation and can never make up for them not being here but it helps a little because in putting it together and going through later with little ones you are able to focus on their lives and their character - why we loved them, rather than entirely on their loss.