I am wondering if I did the correct thing today?

The situation is a bit complicated so allow me to explain. I have a lady co-worker who I have feelings for and I had asked her out awhile back ago and she rejected me, so I timidly kept my distance(in the friendship zone) from her not wanting to make her in anyway uncomfortable. Today I had wanted to walk her to her car because it was late at night however again I did not want to make her uncomfortable in such situation, what exactly was the correct thing to do. Most of my lady co-workers are oblivious towards my existence and all of them including this one are my direct superiors, but as such I would gladly walk them if they had asked me. In any case such a thing never really comes up as I don't believe that they believe I can offer them of any istance 'protection'-wise. My question is, what is the proper etiquette in this situation, and should I even care about this? Should I have swallowed my pride and just asked her if she wanted me to walk her to her car? I don't want to seem like a weirdo, and at the same time I don't want any harm to befall upon her if I had the opportunity to stop it, and I would gladly give my life for hers(since this is an anonymous questionnaire I will gladly declare that) And why is this driving me nuts all the sudden? Or should I stop caring about these kinds of things and continue the status quo? I hope this isn't too many questions...