Your story reminds me of how I lost my cat Misty a few years ago. She was the last cat that was from my childhood. Had her half of my life, in the last few years of her life I had moved out of my parents house. They said she looked for me constantly for a few months.
I came home to visit before she passed and she was starting to look very thin and no longer stayed by my side. Rather she would sit around looking grumpy (she always had a semi grumpy face but this was different). I asked my folks if they had taken her to the vet yet as she didn't seem right. They shrugged it off and figured she was just getting old (13 at the time). They didn't have a lot of money and neither did I so I didn't press the issue to hard.
The last time I saw her she just looked miserable, I asked them to take her in again and they agreed something must have been wrong. Just like your dog Rocky her Kidneys had failed and she was in severe pain according to the Vet. That night before they took her in I just laid on the floor with her. She would look at me and slightly purr, at that point I think it was all she could muster. I got the call the next day from my Dad who was in tears that they had to put her down. It was heartbreaking and I wasn't even there to say bye. My Dad still feels awful that they didn't take her in sooner and didn't know she was suffering so much.
It hurts to type this, Az987 the pain from the loss will get better just remember all the awesome times you had with Rocky. Remember what he did to help you get through your problems and be thankful you were there to comfort him and ease his passing. He sounds like he was a awesome dog and you both were lucky to have each other.