Thats tough. They must be really sad. And that's hard on you.
I just talk to kids abut how people get kind of angry a lot when they are sad, and that they sometimes say dumb things they don't mean.....
I agree it's great that you are being told about this....and encourage them to keep talking.
For what it's worth, I usually talk to kids about not needing to defend you, or feeling disloyal if they don't....that you understand how the grandparents feel, even though you think it's not fair they are saying that in front of the kids.
Do you think it might make a difference if you aired stuff with your parents?