I am so sorry too, for your loss. My neighbors vaccinate and they have lost two this year so far and had one pinto filly ok. The one they lost last week was a red bag too and they lost the mare and foal both. The mare had somehow ruptured her uterus during labor, and she was hemorraging so had to be put down.
Sometimes this happens and it may or may not have been caused from something that you could have vaccinated for. Sometimes Mother Nature does strange things.
I agree, I think your baby was a little more premie than two weeks...
Big hugs for you and your little mare.. I have lost a couple myself over the years and it is not an easy thing to go through ever, no matter what the cause. Give her lots of love, I am sure you do already. Don't beat yourself up over this either- things happen and I was told many many years ago that breeding anything was not for the faint hearted and you are going to have some but will also lose some, so please don't think it's your fault!!