stillin I'm so sorry for your loss. I just want to tell you that guilt is a part of losing anyone. I'm not sure why, I'm not a mental health professional, it's just from personal experience. Unless the person is very old we always wonder if we could have prevented it somehow.
Depression is a terrible illness. You did all you could for your colleague. You couldn't change his brain chemistry or his family circumstances. You tried to help then you had to pull back for your own mental health. Take care.