ohgod, um. I do have an answer to this, but yeah. It is dark.
This will be expounded upon in the fic itself to some degree later on, but if you want to be spoiled it’s under the cut. And it’s not very nice, sorry.
It was Thrain. Easily.
For most Dwarves who awake in the Halls, they have a moment or two of adjustment, of taking-stock. We see that in close detail in both chapter one of Sansukh, and in Endurance. In both cases, Thorin and later Dain have a period of grace in which they process what is around them before they return to their more recent memories. I rationalise this as Mahal trying to ease them into their new circumstances as best he can.
There’s also the circumstances in which each Dwarf died. Hrera and Fris were TERRIFIED, but they knew their end was upon them the minute Smaug trapped them and cut off their escape. Thorin had basically accepted his death as inevitable, as had Dain. Fili died trying to protect his brother, Kili died trying to avenge his: I can’t see either of them being conflicted about those choices.
Thror would feel guilty about his death, of course (as does Balin). Khazad-dum ever tempts their pride, and they were so foolish, so blind… but it is done now. Many of Balins’ Dwarves who tried to retake Moria were still caught up in their last fight, actually, but they soon settle. The calm stasis of the Halls is in fact there for a reason: it actually helps them heal.
(Oin had a fairly stupendously horrific entry into the Halls, actually. He still has sweating-nightmares of the flash of teeth, the stink of something wet and rotten, the snap of his own bones…)
But Thrain, though. Thrain was tortured by SAURON for nine years. Sauron the Deceiver, the Lord of Nightmares, the master of phantoms, the Shadow himself. Remember, “his dominion was torment.”
Thrain had no idea of knowing what was real, and what was not. Thrain had been living in induced hallucinations, over and over and over, insensate at times, violent at others, drifting in and out of the horror-scape Sauron created to try and coax his secrets out of him. He has seen his family a million times, only to discover that they are nothing but cruel visions, a taunt, a torture. Thrain does not trust safety. He does not trust his own Maker.
So, when Thrain arrives in the Halls, to him it is another hallucination. Mahal’s presence is a lie, a profane and obscene lie! To him, it is only Sauron once again wearing the guise and voice of Thrain’s own Maker, because there is nothing he holds sacred, nothing of his that Sauron cannot strip from him.
His family is a taunt, an insult. He does not believe it. He cannot believe it. He attacks them, and then retreats into corners, and cries and cries.
He stares at anything but his family. He will not answer when they speak to him. He shivers, because he is always cold. He was never warm, never. He lashes out and then he scurries back to cram himself into his corner again, trying make himself as small as possible, eyes white and wide and wild.
It takes an entire week for them to coax him out of the sepulchre-room he wakes in.
Fris stays with him constantly for the first few years. The first months utterly break her heart, and she weeps bitterly in private when he cannot see. Thrain will not look at her or answer her, he will not take anything from her hand.
But Fris is a Dwarf and she perseveres. His parents spend time sitting with him too. One day, he lets Hrera comb his hair. It feels like a bigger victory than anything else has ever been.
Slowly, fearfully, he begins to believe. Fris sing to him, all her old bawdy and silly songs, and she nearly breaks down when he begins to mumble along. He spends time with Mahal, grounding himself in that presence and that love. The slow, stable, cool healing of the Halls works its magic on him, over time. He devotes himself to caring after his family; his children, his beautiful Fris, his parents, his cousins. He starts crafting difficult, meticulous pieces in order to keep his focus on the here-and-now.
He still lapses at times.
He has to leave the pool of Gimlin-zaram if he is triggered, because his PTSD and panic attacks are just so extreme. He can hyperventilate or cry silently, he can turn violent, or dissociate to the point of complete nonverbal shutdown.
Those are not good days. Those are the Bad Days.
And THAT is why Custard is Thrain’s service animal.