What a terrible trial you have been through. It is a tragedy to lose one sibling at such a young age but two is just horrible beyond description. I am encouraged to hear that you are continuing in your faith in Christ, when many have given up on God in the face of lesser trial than these. But you are right to continue in your faith, because God has good reasons for what he allows to happen, even though they are a complete mystery to us sometimes. He is treating us as his children, disciplining us so that we might share in his holiness (Hebrews 12:7-10).
But your question was actually about whether it is right to grieve. The answer is: yes of course it is right to grieve. God has made us with very strong natural affection for our families. We cannot help but feel terrible pain when we lose them. The Psalms are full of expressions of pain and grief (eg Psalm 6:6 “I flood my bed with tears”). Jesus himself prayed with loud cries and tears (Hebrews 5:7). You should not feel that you are doing the wrong thing by experiencing terrible sadness at having lost your brother and sister.
However, the Bible also tells us that we should not grieve without hope (1 Thessalonians 4:13), because Jesus has risen from the dead and gives hope to all who believe in him that we will rise with him. So although we cannot help feeling terrible sadness when someone dies, we also have the knowledge that God’s ultimate purposes are good, and he has shown his great love for us in the death of his own son for us.
I think there is an unhealthy way to grieve, if for example we refuse to accept what has happened and refuse to believe that God loves us and is not doing what is best for us. But only you are in a position to say whether that is a problem for you. As I said, you are not wrong to feel pain at what has happened. That pain will become less with time, but I am sure it will never fully go away until God “wipes away every tear from our eyes” (Revelation 21:4).