In times like these, it's really hard to look on the bright side but it helps. Try to think about things like at least they lived a long, happy life and that they can play together in heaven. Just image if the other dog was all alone wondering where his playmate, that might have been even more heartbreaking. Don't worry, I doubt it's your fault he died. It was just time... You can't fight it, it's just the way it is.