"It's extremely tough for everybody, not just me. His mum and his dad, three boys, everybody that was close to him is devastated," Ms Milburn said.
"A lot of people have some really fun stories about him. But I think for me, the thing I'll remember the most is that he was the most kind, caring, generous person.
"He may have had a pretty rugged exterior, but he was really just a big softie and just had so much love to give to everybody. Everybody he came across - especially his boys."
She said Mr Wright, a keen fisherman, loved his job in Saudi Arabia.
"It was his passion, and that's probably why he stayed there for so long. It was just on a larger scale, what he could achieve.
"Because of the scale of operation there, he could do what he wanted and had pretty much unlimited resources at his disposal."
Saudi law meant because the couple weren't married they could not live together, but Ms Milburn said she had been intending to join her partner next year.
Mr Wright's company had flown him home about six times a year, enabling him to spend time with his boys.
The last time Ms Milburn and his children saw him was during a family holiday to the Gold Coast in July.
"He chose to fly his boys overseas to see him, so they could experience what he was experiencing - trying to open their eyes to travel," Ms Milburn said. "He took the boys over with him, as well as doing his own private travel in between to try to spend as much time as possible with his boys."