This passes, it really does. I had just divorced and had to sell my house shortly after my youngest left for school. Hard times but I barely remember them.
I remember trying not to cry before the last kid left and not quite making it and running to the bathroom and running the water!
Therapy can help with transitions, yes. In my case I took up tai chi and art.
One thing I felt was important was to make sure there was no burden on my kids from sadness, and I am sure you are thinking of that too. I would say “I miss you but in a good way, and I am excited for you” etc. and I confess that I played up my new activities a little so they would not worry about me .
Of course, for many, the kids come back at some point too 
There may be years of in and out. But it is true that it is never quite the same. Which is natural and kind of the goal of everything we have done I guess.