I feel so stupid. What should I have done?

A CNA came to me and told me that one of my residents was walking fine yesterday, but couldn't walk today. I went to assess her, and had the CNA's lay her down. She was screaming and sobbing. I felt of her hip, and tried moving it around. She was in obvious extreme and unusual pain, and I didn't know what was wrong with her. She is in a very advanced stage of Alzheimer's, and was especially confused today. She really is not capable on any day of telling us where she hurts. She is very delusional. Anyway, I called the Dr, and had her sent out to the ED to be evaluated for her pain. Her son met her there. She came back with antibiotics and pyridium. Dx:severe UTI. The son was upset, and didn't understand why we didn't just give her a PRN pain med. He also thought we should have known about the UTI without sending her out. They had given her pyridium in the ED, and I get her back feeling a lot better. I feel bad that he was annoyed. I feel dumb that I thought it was a hip. What should I have done? How could I have done better?