I'm so sorry to hear you lost your cousins, and I totally understand your comment about not learning how to deal with grief. I am not sure if there's a 'right' way to manage grief, but reaching out like you've done now is something that can be really helpful.
My uncle died by suicide and, while we weren't close (he lived overseas), it still sticks with me and makes me sad when I think about it. Unfortunately, his much too early death has taken over a lot of my other memories of him and I just remember his van and my memory of sitting in the front seat as he drove us back to the airport, the last time I saw him. As you say, we can come to terms with the death of someone we care about, but often we still carry it around with us in some way or another - I think this is just a very human reaction to loss and we just find ways to manage it over the years.
Sophie M has provided some helpful links, but I wanted to post to let you know that you're not alone and grief is a really hard thing to deal with.
If you'd like to share any more, you have a safe space here to do that or whatever would be helpful to you now.