OHHHHHHH,, I'm so sorry! It's awful to try so hard only to lose the little little one! Well, at least she/he is not suffering.
QueenScoopalot lost a baby pigeon last fall that she'd found in an open lot; it lived a couple of days- we'd put it back to see if the mother would come get it- it just kept following first Jan around the lot, then me. And we put lots of bread out to attract the adults in the area and waited a long time but could not leave him out there on the pavement to starve. Even though she fed him "properly" (as best one can do per the wildlifer's recommendations!), she died the next day.
She also lost a baby squirrel this last summer.
My condolences, feeling sad is normal and certainly appropriate! I really know what you mean by "deep in thought".......