If you want to read Joonhyuk expressing his feelings in the novel, in a kinda summarized way, only including his pain and despair over Kim Dokja:
(First part is Kim Dokja's POV. Here Kim Dokja and Yoo Jonghyuk stand face to face).
I saw many emotions cross his eyes as he identified me as the demon king.
"Don't make such an expression. You can't change what has already happened. Don't you already know?"
Yoo Jonghyuk wiped his bloody lips and murmured, "It should've been me who died here."
Fortunately, Yoo Jonghyuk was Yoo Jonghyuk. He already accepted that he would have to kill me.
Yoo Jonghyuk rushed towards me with the Heaven Shaking Sword. Every hit made me feel that my physical strength had been reduced. He didn't say anything but his despair was conveyed every time the blade cut me.
[The remaining capture time is 4 minutes.]
For us, we weren't even allowed time to feel that despair.
(Dokja urges Jonghyuk to kill him using the sword obtained from Yamata no Orochi. Jonghyuk admits that he hoped the moment he had to use that sword would never come.
The constellations look at Dokja, he grants Shin Yoosung the stigma, and Joonhyuk kills him.)
[Your fate has been realized]
My body slowly sank down and Yoo Jonghyuk held onto me.
"Kim Dokja"
"It was a really great story. Isn't that right?"
Yoo Jonghyuk stared down at me silently.
(The constellations look at Dojka in this part)
"Let's meet again, Yoo Jonghyuk."
The power of the demon king disappeared and at the same time, strength drained from me.
[The main scenario has ended.]
[Seoul Dome has been freed.]
(A black hole starts to suck Dokja in)
"Kim Dokja! No! Kim Dokja!"
At the last moment, he tightly held me by the neck. However, it was already too late.
(The 10th scenario is over, everyone is in shock. They ask Yoo Jonghyuk what happened to Dokja, however he remained silent).
Yoo Jonghyuk was staring at the collapsed Dark Castle with his mouth shut.
Dark Castle collapsed, like history disappearing. Kim Dokja was in there. He died there.
Yoo Jonghyuk stared while confirming the fact over and over again.
Kim Dokja was dead. How could such a thing happen? Yoo Jonghyuk was unfamiliar with not knowing.
(It's described how he stares blankly at this party members as they keep questioning him and he finally answers with "I also don't know." He couldn't tell them about the banishment from the scenario.
The constellations mourn Kim Dokja's death and Yoo Jonghyuk ponders if he should regress)
-Yoo Jonghyuk, wake up. Don't think things will improve if you repeat them a few times.
What if Yoo Jonghyuk went back and there was no Kim Dokja? Or what if Kim Dokja didn't act like this again?
Yoo Jonghyuk was afraid of something for the first time.
The choice that had always been possible was now irreversible. He met Kim Dokja in his third regression and they became companions. Then he lost Kim Dokja.
(He remembers Kim Dokja telling him to live so he can see the end of the world as a 'human'. Then the dokkaebi appears, talks about the scenario banishment and starts the escape scenario. Han Sooyoung tells Yoo Jonghyuk to not waste the opportunity Kim Sokja gave him.
As he stands with the whole crowd looking at him, he thinks how he has been in this position before. He could play a charismatic leader).
It wasn't hard to find the words to give to the crowd.
Then why? He didn't want to say such things this time. Instead, he said, "...I won't give up on this life"
Perhaps there was no one here who would understand his words. In the midst of the terrible loneliness that came from his face, Yoo Jonghyuk declared.
"So don't give up either."
(He doesn't know if there's a recipient to his words but he then punches the wall and "steps towards a scenario without Kim Dokja")