A bereaved person's self-esteem may be in the teens or lower. They would handle it better if they could. Listen with true concern. You did the best you could at the time, but don't push down your feeling of guilt. Look at these feelings and talk about guilt until you can let go.
Depression is often part of grief.
It is a scary feeling. To be able to talk things over with an understanding friend or loved one is one factor that may help a person not to become severely depressed. There ain't no answer. There ain't going to be any answer. There never has been an answer.