Why was Henry whispering 'It's not fair' (or something along those lines) when he killed Trish?

I think Henry "cared for Trish" just like Wakefield told him and thats why he meant that "it wasn't fair that he had to kill her himself". If we think about it, Henry had many chances to kill Trish but he always set the scene so his father could do it. Always something happened that prevented his father to fullfill his duty.
In that episode. He left her alone in that room because Wakefield was supposed to kill her. But she escaped and he had no remedy but to finish the job by his own hands. Those tears might be proof of how much pain he felt as he killed her.

Because she was in the middle of the whole thing

I think its because he was lied to or because he had to kill her

he said that because he was with trish for so long and got attached but knew he only truely loved abby .when he killed her he must have felt bad for her because he knew how much trish loved him and deep down he just wanted to let her go but he couldn't because of wakefield.