"Her death has already happened." - You say that like it's a thing that can't be reversed. There are people alive today who have been dead -- or at least, declared brain-dead by doctors.

Harry is behaving rationally. The problem is that he's behaving, for good reasons, in a way very similar to how people behave for bad reasons. His entire character arc takes him further and further into territory where he has no gauge to tell whether he's gone mad.