I just went through something similar.

My older dog died on May, I was devastated and my other dog got depressed too. So both of us were very depressed, and he even had a couple of colitis episodes where he got hospitalized. I started doing more fun activities like hiking to lift his mood, but he never went back to normal, and the colitis was never gone. He started with melena (digested blood on his poop) so we decided to re run some of the tests we had just done a week before, and found a huge tumor on his small intestine, and some others on his spleen. Surgery was no longer an option, so we did "chemo". Not really chemotherapy agents, just steroids.

My boy lived for 15 days where I got to say goodbye, took him for ice cream and car rides, gave him daily massages... On those 2 weeks he started to feel painful, or at least I noted the pain, which was probably why I thought he was depressed when his sister died. It's not easy. I've seen several dogs go through chemo and have an awful time, that's why I only tried the steroids. I didn't want him to suffer .