I have lots of experience with anti-depressants as I have struggled with anxiety my whole life. I have successfully gone on and come off of them with little discomfort but not without lots of trial and error! It is so ridiculous how every single doctor will say, "Oh, just cut them in half for a week and then stop taking them and you should feel fine." That has absolutely never been the case for me, especially in the midst of such intense grief and life changing circumstances. Give yourself some time to ease off of them. I know the temptation to just stop and just be done and grin and bear it, but, be kind to yourself and the process will be much easier. The nightmares are undoubtedly a side effect of coming off of the Paxil. The way that I have learned to come off (I typically wean off before pregnancies and then get back on after the baby is born) is sloooooooowly cut down on the dosage. I typically give myself about 12 weeks. Get a pill cutter from a pharmacy and estimate about one sixth of the pill. Save the little piece that you cut off. Take that for about two weeks (the larger piece, I mean). Then cut one third off, go two weeks, etc. By the end, you'll have one sixth. Most of the time when I'm down to that, over those two weeks, I'll take them every other day for the last week. It feels like it's taking forever, but believe me, withdrawals are the last things you want to be dealing with on top of the grief.
I sincerely wish you the best and hope that this has helped. Be kind to yourself and take it slow.
All the best,
PS - A benzodiazapene (sp?) can be prescribed if you do have some discomfort - ask for a small dose of Ativan if you need some extra relief, but if you come off very slowly, you honestly won't need it.