I am so sorry to hear about your sister. Losing a person you love to suicide is excruciating, like you say, because the grief is exacerbated by guilt. Could I have done more? Why did I not see this coming?
Depression is hell. And it's hard to understand if you haven't experienced it. It's not just that you feel hopeless in the present; depression affects your ability to accurately judge the realistic chances that things might get better. In other words - feeling utterly hopeless right now isn't the worst part; the conviction that you will always feel this way is.
I remember people telling me it would feel better and I thought "they can't see that I've lost both legs and they're telling me I'll be running again." That's what it felt like. Impossibilities on every side.
When I was at my lowest, there was not a thing anyone could have said or done that would have made the slightest bit of difference.
And I'm telling you all of this because you carry no responsibility for your sister's death. None. We have strange and complicated relationships with our siblings. Depression is like a drug that skews your perception of reality. You can't control or win over that for someone else any more than you can get another person to stop drinking.
Allow yourself to feel everything you're feeling. But remind yourself this is not your fault.