So sorry that you lost her
but don't beat yourself up. In my experience, having had quite a few downers over the years on moorland and upland farms up north, they often make an almost immediate recovery after the first calcium injection, but of those which don't respond to the first jag, more will die than live. Those which recover usually do fine, lamb and rear no bother.
When we first bought the moorland farm, we lost loads of sheep to stress-related problems. The sheep had been cared for the same farmer - and dog - all their lives, and these new people and dogs were very strange. It was daunting; we had the same worries you do, on a larger scale - do we not treat, so not gather and stress them, or what?
After the first year, we lost less, considerably less, each year to stress, as the sheep got used to their new carers and we got better at handling them. We did still have lossss, as you would expect with 500 sheep going the tup on a moorland farm in the far north of England. But the worry that our inexperience or ineptitude was a contributory factor lessened year by year - although never dwindled to zero, one is always learning. :/
Heptavac-p itself is stressful for the ewes, so if there is an underlying weakness in addition to the pregnancy, then gathering and handling plus the vaccine itself can cause a collapse. But if you don't vaccinate and then get losses that could be one of the diseases it covers, you'll feel just as bad, or worse.
It isn't easy, being responsible for livestock.