If you have been in therapy for this long and he is still this distressed and depressed on a daily basis (young kids can be clinically depressed, although we usually don't assume they can be), maybe you should consider consulting with a specialist in children's bereavement. Alan Wolfelt, author of "Healing the Bereaved Child", is Director of the Center for Loss and Life Transition in Fort Collins, Colorado. You may want to read his book and also give him a call at his center to ask for bereavement specialists' names in your area. He probably could also provide you with some phone consultation regarding your particular situation. Earl Grollman's "Talking About Death: A Dialogue Between Parent and Child" is also a fine resource.
I know that you ache for you son and that you must feel overwhelmed at not being able to make his pain go away. Don't forget that you need to take care of yourself as well. Get the help and support that you need. Please consider my suggestions and keep me posted.