I am so sorry for your loss Colette. I certainly have not faced this pain that you do. I know no words of mine can fix that pain - as you said "to make it (the pain) go away for her".
It is hard to balance the needs of all the people in your life, your children, your sibling, parents, friends - yourself. You tried very hard to give your best to all. Who knows how some of those late night calls may have sustained your sister through some other dark days.
You offered encouragement, love and understanding and I think that's the very best we each can do. You also offered your sister honesty. You shared your own fear with her, that you weren't sure if you were strong enough to hear of another family member being suicidal. It was a truth, your feeling, because you are human. You loved your sister very much, that much I know.