Being an empathetic person usually means your emotions run heavy, and sometimes just setting a simple boundary can leave you feeling unsteady, feeling both guilt and relief, the two very strong emotions you're going through are a feeling that confirms you did what was best for you. It is so important to try and drown the sound of that guilt out before it clouds your judgement and fills you with doubt. If a situation was becoming toxic and detrimental to your mental health, you did absolutely nothing wrong by protecting yourself. Being an empathetic person can be draining and often leaves you thinking the worst, but please don't ever feel guilty for putting yourself first.