My grandfather has depression. He's had it for more than a few years now. Since Covid-19 and confinement, he doesn't go out of his home. Two months ago, his wife died. My grandfather was in the funeral all the time. But now he doesn't remember that his wife died, when I go visit him, he asks me whether I know where my grandma is. He asks that same question everyday, to every member of my family who goes to take care of him. 
We don't know what to answer him. If we tell him everyday that his wife died, he'll be always sad. We started to tell him that she's at the hospital. My grandfather doesn't have bad memory at all, he remembers his past and what the members of the family do. He doesn't remember sometimes what he ate a few hours ago, or if my uncle when see him that day or not.
I told my parents that my grandfather should go to psychology or neurologist, but they don't listen to my words.
What should I do? Should I put more pressure on them? Is there anyway I can help my grandfather directly? 
These days, when my father visits him, they play cards or domino. My family is using entertainment as a way to make my grandfather feel better, but that doesn't work at all. When I go visit him, he's really happy, but, again, that doesn't help much.

Please I need advice. Thank you!