All of the above at times.
If it is someone you know well and are close to – loss of that person from your life. Fear about how your life will continue without their input. The fear of missing them. Fear of the void that is left. And sometimes it is a void that is never filled. You always miss that person. The pain lessens but the loss, the missing them part, never goes away.
I also remember when Steve Irwin died. It was the suddenness. Here was this amazing, larger than life person – gone. I wasn’t even into Steve Irwin but I felt truly sad when he died. It was as @jca said so final but it also felt so ridiculous. It was so final but also so unexpected. It was sort of unbelievable.