So sorry to hear that she is gone. Sometimes they can get themselves into dangerous predicaments and there is nothing we can do to save them. You tried your best and she seemed to be comfortable at least before she left.
Can she lift her head at all? Hopefully her neck is just strained and not broken. I am so sorry she got herself in this predicament. Warming her the way you are sounds like a good idea to me. I pray she makes it.