Well, it's not like Shadow died, which is what I thought when I saw the title of your thread.
I'm not unsympathetic, but you knew going in that this was a lease situation. It hardly qualifies as an actual loss though, since you know where she is, who she's with, and that she's alive and healthy.
Come back and talk to me about loss when you actually lose one to death. I know far too much about that type of loss.
In the meantime, stop comparing your youngster to Shadow. He deserves his own niche in your heart, not just as a replacement for somebody elses horse.