My sister died of breast cancer this past April. I have so much guilt because even though I knew she was ill, I just didn't see her as much as I wanted to. She and I were never close, and she never had any close friends. She lived with our mother, who was not much emotional support. She was divorced, deserted by her ex, and she only had one son who was divorced and she was helping him to raise his 4 children. We had a complex relationship. She, like my mother, was not a loving person, because our mother did not show affection, she did not either. She refused to talk about her cancer and never let us know how she was doing. I would ask her to let me go with her to see the doctor, and only once she asked me to go with her. When I asked the doctor questions, she would say no, don't ask, I don't want to know. I always felt like I couldn't do anything. She went to the hospital like the year before, but we did not know she was dying. The doctors never gave us indication of her not going back home. I feel so guilty that I didn't see her more, do more for her, or just be more of a friend to her. She had a difficult life, but part of it was because she just would not let anyone in. She was always critical of others, but now I see it was a shield to protect herself. How can I get over this depression of feeling guilt because I have a wonderful life and she didn't?
It's now September; your sister died in April, five months ago. That is not such a long time really. You are grieving the loss of your sister, and the loss of the relationship you wanted but didn't have with your sister and now will never get the chance to have. Grieving is just one of those inevitable painful human experiences that we have to go through periodically. It just hurts to love and lose; to need someone and to not be able to have that need fulfilled. There is no way to force grief to occur any faster than it needs to, but there are ways to hide from experiencing it which can make it hang around longer than necessary. Recognize that you are grieving and keep yourself open to feeling the feelings that come up as you're able. The worse sharpness of this pain will pass with time.
A central feature of your grief is a tremendous feeling of regret at not having been a better sister for your sister; what is sometimes called survivor guilt. Based on your description of how your sister conducted her life in her last years it is easy to understand how you would easily feel such regret. Your sister held herself apart from you (as is apparently a family tradition) and did not let you be the support you wanted to be. As you note yourself, this was probably a way she was able to be self-protective. I gather that her style of coping tended towards keeping disturbing things at arms length. If she had let you express your concerns for her health, she would have had to deal with your emotion; something she probably really did not want to face. While this didn't work for you (and you are conflicted now), recognize that it probably did work for her. Keeping you at arms length was, it seems, a way she coped with her illness and the other various tragedies in her life. You would have coped differently, but that was how she chose to cope. Ultimately, you need to respect that.
Because you had little choice in the matter of being closer to your sister, it is somewhat irrational for you to blame yourself for not having been closer to her. Knowing that the basis for your feeling is at least somewhat irrational won't make the feeling go away necessarily, but it can help. Every time you find yourself torturing yourself with how you failed to do the right thing, you can respond back to that scolding voice by saying quite truthfully that your efforts to be more supportive were actively thwarted by your sister herself. You can combat the scold with the facts, and in so doing, beat back the need to feel badly and a failure somewhat.
The strategy I've related above for recognizing and combating irrational thinking is a self-help variant on a core therapy strategy from cognitive behavioral therapy known as cognitive restructuring. If you find that the exercise is difficult to do and your internal scolding voice frequently gets the better of you, think about finding a cognitive therapist to help you. These sorts of things are difficult to do on your own, and easier to do when you have a teacher or coach or therapist to assist you.
You say that you had a complex relationship with your sister, and I suspect that is a nice way of saying that your feelings about her were mixed and not all good. Now that she is gone, you may be punishing yourself for having had some negative feelings about her, or because you allowed those negative feelings to keep you from always doing the good thing to do (e.g., being supportive). If that is the case, please realize that it is completely normal to have mixed feelings about people you are close to. Do you honestly know any siblings who do not have mixed feelings about each other? Any children who do not have complaints about their parents. If you do know anyone who says all their feelings are pure and good, do you honestly believe them? What I'm suggesting is that you may be holding yourself to a standard of conduct that is inhumanly perfect, failing to meet that standard (of course), and feeling regret and self-reproach as a result. What I'm suggesting is that you work on carefully examining any such perfectionist tendencies and start actively critiquing them instead of just taking them at face value. A little self-acceptance of being a non-perfect human like the rest of us may be in order, and no one can give that to you but yourself, through a small act of rebellion against whatever it is inside you that believes you must be perfect. A cognitive therapist could help with this too.