Like all expectant parents, Danielle and Kyle Jenkins had plenty to organise before the arrival of their baby boy.

They chose the name Aryton after Formula One racing driver Ayrton Senna to reflect both Kyle's mad love for the sport and Danielle's Brazilian heritage.

They had a baby shower, filled drawers with baby clothes, decorated the nursery with a teddy bear theme with a night light and a mobile of pastel-coloured soft toys.

Danielle and Kyle Jenkins invited their closest family and friends for a baby shower ahead of the arrival of their baby son, Ayrton, in 2012. ( Supplied: Danielle Jenkins )

"I knew I had to put everything else on hold and focus on being the best mum I could be," Danielle says.

"We just had so much love to give … we wanted children to share in that love we had for each other — that was our definition of family."

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Sands (miscarriage, stillbirth and newborn death support) on 1300 072 637 PANDA (Perinatal Anxiety and Depression Australia) on 1300 726 306

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Danielle had had a miscarriage before trying for Ayrton, but there was nothing to indicate any problems with him until she went into labour at nearly nine months and went to hospital in 2012.

"I was told his heart had stopped beating inside me," she says.

"In that moment, all the plans we had, the family we had dreamed of, disappeared.

"By that point I already thought of myself as a mother. All of sudden it was taken away from me and I was left with no baby to show the world. I lost my identity.

"The thought of not bringing my son home from the hospital had never entered my mind. I felt so confused, so lost, so alone, so hurt, so empty. It was like having an out-of-body experience."

The cause of Ayrton's death was inconclusive, leaving the parents without an explanation.

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Different responses to grief

Kyle and Danielle Jenkins drew on each other's strength after the still birth of Ayrton. ( ABC Life: Jason Om )

Grief travels at different speeds, especially within a couple when each side experiences loss differently.

Sands Australia, a national organisation that represents and supports parents who've experienced miscarriage, stillbirth or neonatal death, says there are two types of common grief — intuitive grief and instrumental grief:

Intuitive grief responses encompass strong, affective reactions and waves of powerful emotion

responses encompass strong, affective reactions and waves of powerful emotion Instrumental grief responses are more inward, quiet processes, with less outward expression of emotions. Sands Australia says often instrumental grievers express their grief by being physical and doing practical things.

In Danielle and Kyle's case, they responded separately, in each way.

Danielle says she shut down emotionally and was unable to get out of bed. She says she couldn't stop blaming herself.

Kyle dealt with his loss by taking action.

"My immediate priority was to go into protection mode," he says.

"I felt helpless in losing our son, and the only thing I could do was be strong."

Rallying around Danielle, he took them on a holiday to Europe. The trip was a much-needed mental break to focus on keeping their marriage together.

Unconsciously, Kyle postponed his grief, dealing with it much later by turning to alcohol. He's now been sober for more than a year.

'You'll have another baby'

Danielle and Kyle Jenkins dealt with the loss of their baby Ayrton in different ways. ( ABC Life: Jason Om )

He says it was difficult for people outside their relationship to fully appreciate their deep, personal loss.

"A lot of the common responses we got were that he'd gone to a better place, that everything happens for a reason, you'll get your chance to be a parent," Kyle says.

"Sometimes that can be hurtful rather than helpful.

"Sometimes people don't know what to say so they'd rather not talk about it, rather than being a listening ear."

The latest Australia Bureau of Statistics figures show there were 1,724 stillbirths and 103,688 miscarriages in Australia in the past year. A quarter of known pregnancies end in miscarriage.

"There's a common misconception that pregnancy loss is an unfortunate blip of the radar, that it's a sad detour on the way to a successful pregnancy," says Sands Australia chief executive Jackie Mead.

"For many people the act of being pregnant is much more than a process."

She says comments such as "just keep trying" are not helpful.

"It minimises the loss. It implies the baby is replaceable. No child or baby is replaceable," she says.

Ms Mead says friends and family can provide support by acknowledging the loss and allowing parents to express themselves.

She suggests starting conversations with: "I'm so sorry…"; "I'm here for you…"; or "Tell me about your baby…"

'Our family life is rich, it's full'

Danielle Jenkins says she's grateful for her two young daughters who bring loads of joy to her family. ( ABC Life: Jason Om )

Danielle and Kyle are now relishing the challenges of family life with two young daughters while honouring the memory of Ayrton.

Their apartment is filled with family photos and overrun by toys.

"Marriages don't always survive losing a child," Danielle says.

"My husband was a tower of strength through our most painful and darkest moments. And I just have admiration and gratitude that he was able to be strong and stand by my side when I just couldn't stand up.

Danielle says her "heart is full" that she gets to be a mother. ( ABC Life: Jason Om )

"For a long time after losing Ayrton, I didn't feel any joy.

"My girls, they give me so much joy. I'm so happy. My heart is full. I get to be their mother."

Wanting to help other parents, Danielle is studying to become a professional counsellor. She also volunteers at a Sands Australia group for bereaved parents at a community centre in Sydney's inner west.

Danielle's thank you letter to her husband Kyle

It's been a long road for Danielle and Kyle to have the two daughters they have today. ( ABC Life: Jason Om )

As part of our video series on gratitude, Thanks, Danielle chose to write a thank you letter to her husband, Kyle. Here it is in full: