"Carolyn's eyes were filled with sorrow at the thought of how she had treated Kevin and lost him forever." [Note "were" not "was"] "... at the thought of...." is a standard expression. "at thinking" is not natural here. As you are using literary language, another option would be to replace the "at" with a comma and thereby create an adverbial phrase which starts with "thinking".

Carolyn's eyes was filled with sorrow while thinking of how she had treated Kevin and lost him forever.