What your daughters will remember is an amazingly resilient mother who experienced, most likely, the most traumatic ordeal of her life and yet still had the concern to be mindful of her children’s needs and sensitive to their well-being. As they mature, they’ll understand more about what you endured and the strength with which you responded.
The depression following this trauma is a natural reaction. My strong encouragement would be for you to see a therapist and talk about this event.
You may also want to see if someone in your area does yoga therapy. Research on posttraumatic stress disorder shows that yoga work after a traumatic experience can be very helpful. There is also specialized treatment for trauma known as EMDR (eye movement desensitization and reprocessing) you may want to check out.
They would most certainly been upset by what they saw, and you may want to give them a chance to work with a child therapist if you have any concerns. But coupled with their concern for you is very likely to be an appreciation. You’re a brave woman, and the courage you have demonstrated to your children will be a source of strength for them in the future.