This entry continues the story of Jacob, who already previously lost his son Joseph.
Genesis 42:38, translated directly from Hebrew in an Interlinear Bible, says:
And he said, "My son shall not go with you, for his brother is dead, and he alone is left. And [if] harm come[s] to him in the way which you go in, you would bring down my gray hair, in sorrow, to Sheol."
This is remarkably similar to what Jacob said before when he mourned the alleged death of his son Joseph. Now, the brothers want to take Joseph's younger son, Benjamin (from Jacob's second wife, Rachel, whom he loved) to Egypt because the person they want grain from (Joseph in disguise) demanded it.
Jacob is, at this point, having no part of it.
But, getting back to Sheol, clearly this is referring to the same place, or state of being as it did in Genesis 37:35. Furthermore, Jacob is clearly stating that he would die of grief.