More than two months after his daughter Katherine Shor t ‘s death , Martin Short is speaking about the tragedy and the issue of mental health. Katherine Short’s death, reportedly by suicide, has “been a nightmare for the family,” Martin Short said on CBS Sunday Morning . “But the understanding [is] that mental health and cancer, like my wife’s, are both diseases, and sometimes with diseases they are terminal,” he added. “And my daughter fought for a long time with extreme mental health, borderline personality disorder, other things and did the best she could until she couldn’t.” Reflecting on his wife, Nancy Dolman, who died in 2010 of ovarian cancer, Short said her final words to him were “let me go.” And he feels that his daughter was saying the same thing. Katherine Short, one of three children adopted by Martin Short and Dolman, died in late February at the age of 42 . At the time, law enforcement sources told TMZ that she died from a self-inflicted gunshot wound.…