Actually, these doses of Ativan and Valium are not equivalent. 2 mg of Ativan is about equivalent to 10 mg of Valium. The dose of Xanax that would be equivalent to the 2 mg strength of Ativan would be the 1.0 mg strength, while the dose of Xanax that would be equivalent to the 2 mg strength of Valium would be the 0.25 mg strength. So, the 0.5 mg strength would be between the equivalent amounts to the Ativan and Valium that has been tried.
These equivalences, though, are only for single doses. Since the Xanax is also a longer acting benzodiazepine than the Ativan, repeated dosing with the Xanax will achieve higher levels, even though the dose is lower on the equivalency chart.
Therefore, the 0.5 mg strength would be a reasonable starting dose.
As for the antidepressant, the usual first line antidepressant would be an SSRI, such as sertraline or citalopram, both of which has been very effective in helping patient in my practice that are struggling with the loss of a loved one.
If I can provide any additional information, please let me know.