My dilemma

I really should have taken my camera out with me yesterday to illustrate this post, and I had a funny feeling I should need it, and I did!I went walking with my partner and the dogs in the woods, and after a while Fletcher (one of my dogs not my partner!) darted whilst on his lead and chased a tiny baby squirrel up a tree, he very nearly had it as a snack. Meanwhile Penny is stood at the foot of the tree, oblivious that there is another tiny squirrel sat at her feet unable to move. So I grab both dogs (Fletcher has seen that one by this time too) and my partner picks it up.The little thing was squeaking quietly and he tried to get it to climb the tree but it couldn't. It shouldn't have been too young to climb as it's sibling had managed it, but it was either in shock from falling out of the tree, or broken its legs, or both. At this point we had to make a decision- did we take it home and hope to be able to look after it until it is old enough and strong enough to be released into the wild again? Did we let Fletcher end it in a quick flick of the head (the most humane tool we had to hand)? Or did we take it away from the footpath close to the trees set it down and cross our fingers that it would come to its senses and be close enough to the rest of its family to get home?My partner would have quite liked to have taken it home, but we didn't know if it was weaned or have the resources to create a quick home for it when we got back, plus last time we rescued an animal from a dog- a pregnant mouse- she miscarried and died a few hours later from the shock of her situation. I know Fletcher is a quick killer and wouldn't have let it suffer, but I didn't want to see or hear that- fair enough to chase adult ones, but this was an unfair game and it didn't feel right. In the end we left it a bit further back, but I do wonder if it survived the night and if we did the right thing :(