Welcome to the boards, Kim. That is very difficult. She may need some sort of anti-depressant/tranquiliser type of medication.They don't all work for people with dementia but maybe you could suggest you both go to the GP and have a chat about it. If she isn't up for that, maybe talk to her GP on your own just to flag up that she is experiencing so much distress. Also make sure you are looking after yourself, being faced with that day after day will be taking a toll on you.
It must be terribly hard for you to witness this when you must have your own grief about losing your Dad and then in a sense being in the slow process if losing her, too. Whenever you think she is close to mentioning him, try to distract her with something.
she is obviously in the throws or a thought cycle about it that she can't get out of. Eventually perhaps she will mainly forget. With my mother if she asks where my (dead) father is, I just say, 'oh, saw him this morning but he's gone out'. Some sort of 'love lie' to prevent her reliving grief.