Hello charl0tte. I'm a caregiver for my dad, who has a stage IV pancreatic cancer with a poor prognosis, and has started end-of-life care. While I am not familiar with your personal situation, I think it's important to realize that it may simply be his way to express his suffering, and feelings of overwhelm. I don't know that there's any right way to respond.
Sometimes it's not necessary to say much at all. Maybe the best thing is to let him know that someone is listening. I hear you. I love you. You're not alone. And give him some time.
It's easy to feel overwhelmed when you feel miserable, think too far ahead, and think about all the changes you hadn't planned on. All we have is right now, so try to focus on the short term, and offer hope and things toward which to look forward.
---We'll take one day at a time, and if that's too much, one moment at a time. A bad day today, can turn into a good day tomorrow, and every good day is worth grabbing onto. If you feel pain, we can find a way to manage it. If you don't understand something, we can find information. If you fear treatments, we can find other people who have been through the same things, and talk to them. ---- Maybe try to find some positive things toward which to look forward on his calendar in the short term. Change the focus of his mind so that he isn't seeing only the cancer, but more positive things and possibilities.
With dad's cancer, he has had awful days, and awful weeks. But he has also had wonderful days where it almost seemed nothing was wrong and he has a relatively high quality of life. Those are the days to hold onto, to hope for, and that make it worth getting up in the morning. Small victories.
Maybe some of this will be helpful for your situation, maybe not. How is the person you're looking after doing now physically?