How do I lead a crew into danger and live with it?

The bars on your collar changed the weight you carry. It is one thing to risk yourself. It is another to send people you would take a bullet for into a burning building and wait to see how it ends. That responsibility should feel heavy. It means you take it seriously. You cannot promise everyone comes home. No captain can. What you can do is make the best call you can with what you know in the moment, train your people hard, and never send them somewhere you would not go yourself. Do that, and the outcome, whatever it is, was not for lack of care or judgment. When a call ends badly, you will want to carry it all alone as the one in charge. Don't. Talk it through with other officers who know this weight. Leading well does not mean never being shaken. It means staying steady enough to make the next good decision.