I'm so sorry for the loss of your child and marriage. I have several friends that have been in your position and the grief must be unbearable some days, life long too. Its not that uncommon that a parent is faced with that more than once in their life time. How on earth they, themselves, survive that, let alone their marriage surviving, I do not know. Life can be so cruel. You have a lot of strength.
Grief is such an intense experience. I guess the negative sides of grief get all the publicity and attention, but the reality is, grief can inject your life with very raw, and very real honesty too. And a deliberate will to not take this life for granted.
Coming out and facing same sex attraction is different for everyone. We can have a lot of emotional baggage and a lot of expectation placed on our shoulders. You say you don't care what other people think, I think that puts you leaps ahead of a lot of people. In fact, it is precisely that, that inhibits a huge amount of people from ever exploring their same sex attraction. They may do it secretly and covertly, but not openly.
I have a friend who had your same fears. This was years ago, but her cubs were in very early primary school when she left her husband for a women. She was so scared that they would be picked on and bullied. Not only by other kids but by other parents. Having play dates with 2 Mum's can bring to the fore a lot of latent homophobia that exists in the community underneath manners and social norms. And it is real. Being part of a minority group is not easy. Kids can be cruel and they were not living in a major city. They were in regional Australia which is far from diverse to say the least.
I wasn't sure from what you wrote if you have actually disclosed to your therapist that you are having these thoughts and attractions. You said that they have been there a long time, even when you were married. Is there anyone in your life you feel you can tell and confide in, or is it a secret? There are some great therapists out there, but also some not so great ones. I'm just wondering if you told them, maybe it would lift a weight off you. Or maybe a close friend or relative?
It can be torturous holding it all inside, while trying to be a great Dad and worrying about your children's emotional well being and their vulnerability to bullies and judgment. It's a lot to carry. Take care,