Hi Amy,
I don't want this to come across as harsh. I have the best intentions in writing this, and I understand what you and your son are going through. Most teenagers have anxiety of some sort, with friends, school, hormones, peer pressure, etc. I'm sure he is sad that his father passed away, as he should be. Grieving is a normal human emotion. Sometimes it takes awhile. You can't blame his smoking pot / cigarettes and lack of communicaiton on that alone. Most teenagers go through that phase on some level, even without a tramatic experience. If he is breaking your rules, call him out on it. He still must be accountable, even if he is still grieving his father.
Don't let yourself be drawn into feeling sorry for him or making excuses because his father passed away. If you do that and he gets wind of that, he will use it as an excuse to continue making bad choices. Kids are smart, as well as resilient. He needs to understand that things like this happen in life. They are not easy, but life does go on. I know this because my father died when I was a teenager.
It sounds like he is trying to learn how to deal with his emotions himself. Some people, especially boys, don't openly talk about their feelings as girls do. Eventually (in a couple of years) he won't have you to rush him to a psychologist when he feels anxiety. He is going to have to learn how to handle emotional ups and downs in his life on his terms.
I would say to just let him know you are there for him. Love him, and try to open those lines of communication every chance you get. However, as with any teen, you'll probably be shut down more often than not, but that is pretty normal.
Please don't get into the therapy cycle unless you feel that you have no other option. My Mom did that to me and it made things worse. Now I had an excuse to misbehave because "something was wrong with me" and I was "in therapy". It made me unaccountable for my actions.
So my advice, and this is from experience, is to address each issue individually. He is smoking cigarettes, cause he chooses to. He smokes weed because he chooses to. Don't give him a cop out. Hold him accountable for his choices and he will be better off in the long run. Make him understand that being sad, does not give anyone the right or excuse to make bad decisions. This will make him a stronger person, and less likely to make choices or live life based on his feelings alone.