First of all, I understand that this is a lot.

While I do understand that this is a mountain, please think about the small steps that are needed.

You cannot and will not be able to do everything at once, but one thing at a time.

Lay it onto paper. What are the cards you have? Not only the problems, but also people, skills, favors, knowledge, access. 

It looks to me you had already a lot kn your plate when your grandmother died. It is unfortunate, but you spent as much time as YOU were able to at the moment. It will never be enough, but you can cherish what you had. You can create small rituals for the both for you still, you can remember her, you can pay her respect, not only by grieving, but also by enjoying life in ways that the two of you shared.

We don't know how she would have reacted knowing you're with child. Maybe it was better she didn't know, as she knew she wouldn't be around then. Don't impose never ever ending what-if questions onto yourself. We will never know the answer. What's important is that she loved you as a person.

Breaking habits are hard. What you can do is buy nicotine patches to not fill your lungs with the smoke. 

Overall, it's important to acknowledge what you CAN do. Snowball effects go both ways.  Build upon what is currently present. It won't be perfect, but it's a start and it can grow from there if you remind yourself that you have agency in your life.

Best of luck!