I am very sorry, it is never easy to lose one. Kudos to you for seeing the signs of her foaling early and taking care of her the way you did.
It does sound like the foal was dead when born and nothing you could have done would have helped. Right now I know that may not matter but it will be better later knowing that you did everything you could and that your mare was taken care of properly.
Hugs to you and your mare.