Idle thought that continues to stick with me:
During the "Grand presentation" of post Donna companions that died; I don't agree with his sarcasm over Amy's death. Amy chose her fate, and sure all three of them did, but her end was an actual happy ending for her and Rory. Sure she could never see the Doctor again, but she had a long and full life with her husband and iirc kids. While she still died before she was born, technically, she had more or less a rich full life. It's not like Clara who is cheating death as much as possible to have timey wimey adventures, or Bill who is just an conciousness with her celestial girlfriend. Amy was completely herself and had a normal life in the time period she was stuck in and she deliberately chose to be taken by the Angels then lose Rory a second time. So yes, that is "Alright then".
It's not about how Amy died. It's about the Toymaker pressing the Doctor's guilt button.
Yes, Amy chose to let the Angels take her, and she did go back to be with Rory. The two of them did live a long and happy life together and adopted at least one kid. But would that fate had befallen them if they had crossed paths with the Doctor? Given the Doctor seems to be very anti-fate, anti-destiny and pro-free will, he/she seems to have taken the view that if he/she hadn't crossed paths with them, then they wouldn't have ended up the way they did, or suffered any other bit of trauma they experienced. It's pretty much the same with Clara (who subjected herself to the Raven because she believed it was what the Doctor would've done and acted with incomplete information) and Bill (who was in the position she was in when she was converted into a Cyberman due to traveling with the Doctor and circumstances being against them). In the Doctor's mind, all three died under his/her watch, which makes it his/her fault.
Think of it this way. You have a cop. They have a civilian with them as a ride-along. Something happens, and despite the cop's best efforts, the civilian is injured or killed. The Doctor is the cop here, and Amy/Clara/Bill is the civilian ride-along. There's gonna be guilt there no matter what, and the Doctor's built up a lot of guilt over his/her lifetimes. That's also one of the points that this story has made - the Fourteenth Doctor needs to take a step back, rest a bit, heal and recover.
This actually makes me really glad that RTD is back. He's taken something established from a previous showrunner - Chibnall's Companion Support Group - and given new life to it. As it stands, it's not just a support group for former companions now, or an easy recruiting tool for UNIT...it's a support group for Fourteen too. Like Sarah Jane said, he's got the biggest family in the universe...and now, they're there for the Doctor in a way they've never been before.