Not with a cruise company but with airlines when my mom in law passed away. Death of a close family member is maybe the only case where airlines are willing to refund (or give credit or reschedule for free). I needed to provide death certificate of my mom in law, birth certificate of my wife and our marrige certificate.
And there is a problem for you as you wrote "GF". Even I assume that MSC would be as generous as the airlines, 50% of the money for flights and cruise is gone. Also a travel insurance will probably not cover her, but this is pure speculation and certainly hige differences between insurances and countries.