The core rules don't say how big or small a group can or should be. Indeed, it's not really an important concept compared to other roleplaying games, such as Dungeons & Dragons (where it's strongly recommended that you have the "core four" types at least).
I've run many Savage Worlds sessions for as few as two players (both one shots and multi-session campaigns) and it generally works out. Pinnacle mentioned a while back that they are even working on a solo Savage Worlds adventure, so I imagine it could even work in a one GM/one player game.
Going a bit beyond the scope of the question, I think that there are things that need to be run a little bit differently with a small group than you would with a 4-6 player game:
- Combat needs to be a bit smaller and/or more rare. Especially since in Savage Worlds characters can be killed by a single bullet, it's important that the characters aren't going to have half their firepower eliminated with a lucky die roll. If something goes wrong, there is only one character around to pick up the slack. Many adventures from Pinnacle already scale for this by saying things like "two enemies per player" for setting up combat.
- Characters probably ought to be more well-rounded, since you don't have enough characters to fill all the specialized roles.
- Allies are an excellent way to help in combat and fill in any skill gaps. The core rules explicitly state that they ought to be controlled by the players and, especially if they are Extras, I find that they generally are simple enough that anyone familiar with Savage Worlds can play them along with their own character. For small games I usually give at least one out.
- If your players enjoy roleplaying, consider relying more on that than the mechanical rolls since that is oftentimes enhanced when you have more time to put each player in the spotlight
So in short, it totally does work with only a few players. You might need to tweak the scenario a bit along with the number of enemies, but there is nothing mechanically preventing it from being run with only a few players.
On Death
You talk a fair amount about character creation being important to you, you create detailed back stories and you take time to shape each character. It seems natural to me, then, that you should also try to make sure that character deaths are important, impactful, and meaningful.
This might require talking to GMs, and adjusting the Social Contract at your tables, but it's a small change and I suspect most tables would be receptive to it. It also might require that you shift you perception a little bit, but again I don't think its a reasonable small shift to make.
Death should be avoided, but sacrifices are respected
What I mean by this is that whenever a character takes a dive, it should be a moment that is remembered and respected. In the scenario against the guy who always seems to crit, view him not as lucky, but rather as incredibly mighty. This foe has managed to cut to prices characters who have slain trolls, defeated liches, or saved villages from rampaging orcs. When he was finally defeated, at great cost, the weary remains of the party dragged themselves back to town where perhaps a shrine was raised to honor the loss.
This kind of respect and memory can be augmented by a gm giving dying characters a little extra liberty in their deaths. Once the table knows that a character is dying. I like to let the character act out a slightly elongated fight scene that ends in their demise. This might mean that a barbarian takes a sword through the chest, but pulls it out and throws a punch (mechanically no effect) that sends the baddy reeling before he collapses to his knees.
Another way, that doesn't require a change by anyone else at the table, is to view death as not an ending, but a new adventure. The loss of a character gives you a chance to view the rest of the campaign through a new lens, and to fill in gaps that may have only become evident once you're some ways into a campaign. In my personal view, I find that making new characters can be really enjoyable, especially in regards to being able to mix up a party dynamic that has gotten a little too comfortable.
On Failure
Something that may help in regards to non-death failures would be to consider that weaknesses are quite possibly the most interesting part of any character. It gets boring to watch a character always succeed at things. We even have a name for such a character: the Mary Sue. How, then, do we get used to the fact that our characters aren't always capable of everything they want to do? A tactic I like to use is to take gambles where it's more-likely-than-not that I'll fail. This serves two purposes: it gives my characters a depth that failure can cultivate, and it helps me get used to the idea of my characters failing. That way, when I engage in an action that I actually expect to succeed at, and I fail, I can adopt the mentality I've become accustomed to before, and continue on without bad feelings.
Some systems actually encourage this kind of risk taking, and might be worth looking into. One I personally have experience in is Anima: Beyond Fantasy, which rewards you with XP at the end of sessions where you succeeded on skill checks you were likely to fail (therefore encouraging you to take risks to earn that bonus XP).
Best Answer
Take good notes and remember for the players.
Take good notes. Don't rely on your memory for what happened. Instead, take notes during the game and then allot about an hour for going over and adding to those notes. Basically what you want to have when you're done and packing away your notes is a little kit of information that will tell you everything you need to know to keep running the game. Expect to completely forget anything you don't write down, and that will make sure that you have useful notes. Treat it like you're preparing notes for another DM to pick up where you left off!
Then, weeks or months later when it's time to prepare for the next session, you can take those notes out and read them as the “background” for the next adventure, as if you weren't even there.
Remember for the players. During the game, be your players' memories. When you bring in an NPC that they previously interacted with, make that part of their reintroduction. (E.g., “A tough-looking woman with a broadsword on her hip enters the tavern. She's Meredith, the mercenary that you worked with briefly but parted on poor terms with. She hasn't noticed you and walks over to the bar…”)
By being generous with this information, you make up for what the players are missing: immediate recall of what just happened last session.
These two things are all you really need to make a session work after a long time. Provided you have players who want to be gaming (i.e., enthusiasm waning due to long breaks isn't an additional issue), these practical steps all that's necessary to patch the time gap.