Yeah, but that's part of the game, sadly, and happens more than just the ED. I had a patient of mine in my office a month ago that I didn't admit on a Friday, who OD'd by Monday morning. It's a ****ty feeling for sure, but one that happens to all of us. FWIW, of all my suicide attempts that happened as an attending, this was the only one that didn't come out of left field. I'm more in tune with my zeroing in on every possible risk factor when I'm clearly in a crisis situation.
What I hammer home to people early in training when I work with them is simply being comfortable with making decisions. You don't have to know that you're 100% right, but if you can justify you reasoning to yourself, justify it to other professionals, and document it clearly in writing, you've mastered the basics to run ED consults without me worrying. (justifying it to patients is a harder skill, ironically enough).