Mandee, I'm so sorry this happened to Rex and your family. I blamed myself for months (still do sometimes) when I had to put Indy down last winter. I loved him to pieces, but I thought of all the things I could have done or shouldn't have done.
But just think, if you had bonded tightly to Rex, he wouldn't have been free to give Maggie the love and joy she got from him. She will remember her experiences with him all her life.