Oh no!
How heartbreaking. I'm so, so sorry. That's awful.
I bet it all happened so fast. You did all you could, though. This could happen to any of us, really.
There are few things worse than watching one of your babies die in your arms (or in this case, hands). It's something that stays with you forever.
I too have done CPR on a pet, so I probably would have done the exact same thing!
It sounds like he probably broke his neck since he went so quickly. I guess that's a good thing, as he felt no pain.
I hate to say this, but are you certain he's dead?
I ask because once, I was standing outside my office on a cigarette break. The entire front of the building was glass and I'd seen many birds fly into it. I watched a little grackle plow into the window and he dropped to the ground. I ran over and I thought he was dead so I went in to get a box. (I didn't want to just put him in the dumpster, so I was going to put him in the woods out back but didn't want to be the creepy girl carrying around a dead bird in my bare hands! LOL)
I came back and I picked him up. I was sort of admiring him - very pretty, sleek black feathers and his toes twitched! I actually thought it was a post-death muscle contraction or something like that, but within a few minutes, he was awake (though alert would be an overstatement.) I think he was quite literally knocked out by the impact. I called my husband to come get him and we kept him for about a week or so and released him.
I actually got three or four birds from that darn building's glass front. A sparrow another time, then a little black and white bird that I don't remember the name of another time.
Anyways, I'd just make sure he's not knocked out.
I'm sorry for your loss.