A special bond
You’d have to have a really incredible bond with a grandparent to know that they died before even hearing the news. This happened to the OP when his sister simply said that their dad wanted to talk to him on the phone. No context, no forewarning, nothing. He knew he’d receive news of his grandfather’s passing.
Nobody else knew of the news either since the dad wanted to inform the OP before letting the other family members know. But even before dad could inform OP of what happened, something in the pit of their stomach had alerted them of the situation beforehand.