I am so sorry for your loss of Lily. I can't imagine what it would be like to get shocking news like that. You thought you would be picking her up then ...
mg:
Please post anymore information on here about what your vet told you and what her health was like. I will ask my teacher whose a veterinarian if she has any ideas of what could have happened. It might help you come up with questions for your vet.
Because, as was said by a recent poster, you need to have answers to have some closure.