If it was an ethical hunter, and it sounds like you were (Going out, attempting to retrieve, solid effort) then that's the best you can do. Even the best of "us" true diver hunters loose a bird or two here and there. Just try your best, all any of us can do.
May wanna look into bumping up a shot size or two, seems to help. Maybe go with a full choke, or extra full depending on shot or yardage. Concentrate your pellets. Of course, and no bad talk on this one ... a dog works great.
I lost a GE today, 20yrd shot, felt I put a good move on him ... but looking back in my mind ... the wave may have caught some of the shot also ... bird hit the water hard ... came up about 50yrds away with current, jumped up and flew away. I ran outta my bird with the dog, shouldered the shotty, and waded out looking for the pop up ... I felt I did everything I could to retrieve the downed bird, but may have not hit him as hard as I thought.
It happens, don't beat yourself up ... They are hardy birds ... pure and simple.