What helps is to reassure yourself each and every time you doubt her feelings. Use the evidence that you have which shows she does care and wants to be with you. Challenge your own thoughts and worries with what you actually hear and experience from her.

It's good to miss someone, but it's also best to not become too dependent on them emotionally. This may be a stretch here, but you may also be leaning on your partner's company to deal with the grief of your loss of the children and your ex partner's cruelty of not informing you. Just a shot in the dark.... you may not be, but you could be, especially since you were having depression before you met Sally. Maybe you're afraid to be without her or lose her because then you would feel depressed again? Maybe a therapist would be helpful for processing your feelings more?

And I am terribly sorry for your loss. That is just awful and so very sad. Even more awful that she didn't tell you. I would be enraged.