How do you think kyoshi feels about Yun after his death and considering everything that has happened between them?
To answer this question, I think I need to review the events of the books:
Yun was one of Kyoshi's closest friends. She admired him for being the Avatar and initially had feelings for him. Then, when the Father Glowworm incident occurred, she believed Yun had died.
Now, at the end of the book, Yun reappears seeking revenge. Here, I think Kyoshi believed he had been corrupted and that perhaps there was hope of bringing him back, although I think this hope diminished the moment he endangered innocent people.
Then Yun reappears in the Fire Nation, and here Kyoshi learns what her old friend wants to achieve: Revenge against all those who hurt him.
And well, to jump ahead a bit, I think it's at the moment when Hei-ran almost dies that Kyoshi begins to see that Yun will not stop until he achieves his goal no matter who gets in his way, which gives her the option she wanted to avoid: Stopping him forever.
Now comes the battle in Yokoya, and it is here that Kyoshi (Seeing Yun consumed by anger and the desire for revenge) accepted that she could no longer save him, because there was nothing left of what he once was to save.
So, seeing all this (This is what I remember, I want to reread the books), I think Kyoshi felt powerless, since she couldn't save his friend, and it made her see one of the harsh truths of being an Avatar: That she can't save everyone, much less someone from themselves. I also believe that she doesn't hold a grudge and still cherishes their friendship.
This got quite long, I hope I explained myself well, my english isn't very good, here's a drawing of Yun :D