If this is true, then try to keep the remining dog(s) to their normal schedule and DON'T 'baby' him or he'll think there IS something to be concerned about. I suppose with the numbers we had, comings and goings were accepted. When we came to the second last of our home-breds, there's no doubt he was totally at sea when we lost his sister. And thinking about it, because it was pretty much the end of our home-breds for us, my feelings of loss might have transferred to him. Over time, (and he never sat at the door waiting) he made the adjustment which was to some extent helped by the fact we immediately started a project to find him (and me) a new buddie. By the time she arrived, 4 months on, and a different breed too, he really wasn't that bothered whether she was there, or not (not when she had the zoomies!).
ps Look to your fencing so your dogs can't jump out!