I'm glad to hear that you've called the mental health center near you for help. You are right that going off of these medications abruptly can have adverse consequences- namely, increased anxiety and depression (temporarily), among other things (such as dizziness, light-headedness, sleep disturbance, etc.).
I wonder if you could use the recent death in your family as an opportunity to seek family counseling, with the understanding that your son's struggles will come out during this therapy. Sometimes people are more willing to go for help if it is not solely targeted towards them. Where I'm sure that your whole family is being affected by your son's depression and anxiety (and, from the meds, I'm guessing ADD as well), it is true that it would be a family intervention.
If you feel that things are escalating quickly and that you cannot wait to schedule such an appointment or that your son is in need of emergency care, I would suggest that you take him to your local emergency room or crisis center. They can evaluate and provide immediate assistance and can also help you arrange for longer-term follow-up care.