Ridley,
I too hda a very close cousin who died. He wasn't just a relative, he was my best friend growing up. Alhtough he was younger than me, I looke dup to him. He knew how to live life and he never let anything stand in his way. I respected him more than he ever knew. I miss him terribly sometimes.
I can understand the emptiness you are feeling. I can understand the hurt and guilt too.
I did get to say goodbye to my cousin. I was in the hospital room when they shut off the life support machines. I had to be there. I had to "see him off"...out of respect...out of love. After he was truly gone, I cried. Cried like a baby to be honest.
I can imagine how you must be feeling. I think of my cousin often and wish he were still here.
There are lots of cliche' comments that most people make at times like these - "he's in a better place", "time will heal", "you'll always have fond memories", etc. etc., but none of that ever really makes it better. Nothing can, not right now. Right now you're hurting and you have to feel your pain.
So cry, if you feel like crying. Think of him and feel all the emotions that come to you. Let yourself grieve and mourn. You lost someone you love.
We all love you and we'll be here to talk, or cry, or just goof off with you when you're ready.