what are the rules regarding death of 2 family members 9 days apart

back in aug of 2010 my older brother (by older brother i mean he has lived with us my whole life but he's not related by blood)vehicle was hit by a train and he died a few hrs later from his injuries. Our family is still devastated that he's not here anymore. knowing that i would need a few days to grieve i let my supervisor know what happened she said take as much time as you need we decided that a leave of absence was the best thing to do at which time i asked if i would have to call the sick line each day, my supervisor said no. I asked if there would be a problem getting it approved on short notice she said no and so i went to be with my family. while on my leave and still grieving my brother my cousin (she was 17)by blood was killed in an automobile accident.i then went back to my supervisors and told them that i needed 1 more day on my leave because my cousins funeral was being held the same day i was to return to work. They said they were very sorry for what i was going through and for me not to worry and that i could return a day later. when i returned to work the following day i was told that my termination papers were already filed and i was escorted out of the building. i went to file for unemployment was denied due to abandoning my job. i have appealed this and was again was denied even though my employer admitted that i was there and spoke to supervisors and i showed that the days in question were not relevant because 2 of them were my weekend days and according to the handbook they needed 3 consecutive say to be amendment.