TW: death, depression, self harm

Hey fellow GTers! So I've been pondering death and the afterlife and how we think about important loved ones and their continued importance in our lives once they've passed a lot recently. I guess this is due in part to a recent conversation I had with my mother regarding my desire to go back to school and put off starting a family. Her response was really positive - she told me that it would have made my grandfather really happy, and that in his memory she would pay for/help me pay for it. That is obviously such great news and I am exceedingly lucky to have had such wonderful parents, who in turn had wonderful parents.

Anyway, my grandfather passed away two years ago. It was devastating because he was always such an important figure in my life. He was an amazing man - he fought in WWII and participated in freeing Auschwitz and even gave testimony at the Nuremberg trials, yet still managed to maintain a profound faith in God and in the good of all people. I'm incredibly proud of him and he continues to be an example for how I seek to lead my life.

Even though he's since passed, I like to think of him watching over me and sometimes I even hold conversations with him in my head. Normally this is very comforting, but there are times when I'm feeling particularly depressed and I engage in self-injurious behavior where this very thing really disturbs me. I'll think to myself, "What if Grandpa can see you doing this to yourself? You'd break his heart." This doesn't stop me from doing it, but just increases my anxiety/shame around it. I don't know how I feel, to be honest. I'd like to believe in heaven (a place I think means you get to be with everyone you love forever, and no one ever has to say goodbye) but I don't know. If I don't really believe heaven exists, then why am I creating this narrative that, while comforting the majority of the time, also adds an extra layer of shame/anxiety?

How do deal with or view those really important people in your lives that have passed on? Does spirituality/religion play a part or do you have a unique way to maintain that close bond?

ETA: If this wasn't clear (and it probably wasn't/isn't) I'm more interested in how other's have dealt with a significant loss or have found ways to maintain a relationship with a person in their life that has passed away despite their passing.