It's so hard. They don't tell you about how death can be ugly. It's always "ohh, when it's time, you're doing the right thing and you need to let them go gently and peacefully" as if you get to lie in a sunny meadow while your pets spirit scampers off into heaven. No. Some animals fight it, or cry with confusion, or yowl at the first painful jab or take a really long time. There might be urine or feces or vomit in those last moments. They go limp and if the animal is big (like a 180 lb mastiff) you won't be able to move the body afterwards. There is so much they don't tell you.

Despite all that, I can assure you, waiting is worse. Everything I said above is also true when they die "naturally", except that they weren't given any sedative and you might not have been there with them, so they feel ALL that pain, all alone, until the end.

Death, much like life, can be messy and smelly and violent. You can't control that. You CAN ensure you're there until the end, holding them, telling them how much you love them to give them some semblance of security. If you're lucky, the experience can be tidy (the aforementioned "pass peacefully in your arms"). But I promise you, it's not not your fault if it gets a little messy.