I have a guess that might explain why Matthew was so disturbed. Maybe after Matthew and his son had one of their adventure in the multiverse, young Henry stopped aging and became the black death. So Matthew realized their son got exchanged with similar Henry from other multiverse and the wrong one came back with him. He kept bringing the wrong "Henry" back to the woods, even in the "middle of the night, dead of winter", tried to find and exchange their real son back.