I have gone through the same thing. When I lost my previous setter, his buddy my wife's Scotty looked for him for weeks and actually went into kind of a depression and wasn't quite the same until we got another setter pup. Dogs have a lot more going on inside their heads than humans give them credit for, they do grieve, show sadness and happiness.
When you are up to your butt in alligators, it is hard to remember your intent was to drain the swamp. Stay focused!