I'm so sorry! Maybe the fact this dog died is so hard on your because you are caring for a friend's pet who is already grieving for a family member. This shows you are a sweet and compassionate person.
Really though, try and be strong for her, since she will now be grieving two fold and don't blame yourself. Here are some grieving tips that can help both you and your friend:
http://www.humanesociety.org/animals/resources/tips/copin...
I can tell you, toy Maltese are very fragile animals. I've worked with animals in a vet clinic and shelter and have seen unexplained deaths.
Any number of things could have went wrong, even something as simple as her overheating or just getting stepped on, or perhaps she was sick already and it hadn't been discovered yet...
"She probably had a congenital abnormality of some sort that resulted in her sudden death. Portosystemic, hydrocephalis and others may be hidden, with no symptoms. Hydrocephalis could have affected her brain. It could have increased in size enough to impinge in a part of her brain controlling breathing, for example, and she could have simply stopped breathing. Or, if she had a heart defect, it could just have been a matter of time until it malfunctioned. These of course are just examples. The only definitive way to obtain the answers would be for you to have a post-mortum performed on her, unfortunately."
http://www.medhelp.org/posts/Animal-Health---General/My-2...