@Davo6 is right above that these terms are being expanded from their original context and time will tell how they end up being applied.
At the moment, widower is the term for a bereaved male spouse and widow his female equivalent. The male term is much less common, but male survivors of mixed-sex marriages are much less common. If you don't like the noun, there's always the plain adjective bereaved.
You're right about the connotations... but marriage itself has those connotations to some and, even where it doesn't any longer, it did until recently. You are part of the first generation to deal with this part of the human experience in the open. You can choose any term you like and the rest of us will just share our condolences on your loss.
There are a number of related, now-obsolete terms that Shakespeare might have used, all related to the Latin orbus meaning bereavement. These include most notably1
† orbity, n. Obs. A bereavement, esp. the loss of a child; the state or condition of being bereaved. Also (esp. in later use): childlessness. [Attestations from 1597 to 1804]
† orb, adj. Obs. rare. Childless. [Only two attestations, one in 1607—spelled orbe—and one in 1660]
Neither of these is an exact parallel for terms like widow or orphan, however. Interestingly, the latter of these shares an Indo-European root with orbus. Perhaps Shakespeare could have coined a parallel term orban for parents bereaved of their child(ren).
Alternatively, some compound term might work; perhaps something like orbe-
mother for a bereaved mother.2
1 Definitions from the Oxford English Dictionary: OED Online, Oxford University Press, March 2017.
2 Other possibilities, but these are pure invention: orbant or orphent, combining orb or orphan and parent; orbither, combining orb/orbity with mother/father.
Unfortunately, many possible options are problematic for modern English-speakers, due to the similarity to the unrelated words orb and orbit. One possible solution would be to stick closer to the Latin, for example mater orba or orba mater. A question on the Latin SE might get more plausible suggestions along these lines.
Best Answer
I don't think there's a single word on the order of orphan and widow/widower. I would say bereaved parents.