It is said repeated throughout the books that Carlos and Harry were friends, and they shared some very bad experiences together, forging their friendship in blood (thinking Dead Beat fights, Camp Kaboom, and Raith Deeps, just to name a few). Additionally, in PT Carlos, appears to be sad and angry when Harry won't let him in what's really going on. To me, his reaction to Harry's unwillingness to share information really shows how much he feels betrayed by Harry's apparent lack of trust. However, as my OP discussed, this could just be a sign of Nemesis's frustration that it cannot figure out Harry's plan and thus the best way to combat it.