In a Farewell To Arms, does Henry ever think it is his fault for Catherine's death?

That sounds like a good explanation. He may also have been in shock over the cruelty of nature, the senselessness of Catherine's suffering. Remember how tender he was while she was pregnant? He wanted a family, but it all fell apart and his love suffered. In school, my teacher said that this novel is a commentary on the emotional state of people after World War I.