"Are you okay baby?" she asked him. He was trembling and he appeared to be shaken. Even his body was burning up, and he seemed to have broken out in a sudden fever. He must have been shaken up his first up close attendance for the execution something his father insisted on bringing him to. She had covered his eyes as much as she could but it was possible that he saw something, two hours was a long time for him to have kept his eyes completely closed.
Even if it wasn't the beheadings, the executioners alone and the cult like environment in the coliseum had probably freaked him out. If she had not transmigrated from a zombie world where she saw human beings being eaten alive, she would have freaked out as well.
"He needs spiritual cleansing, evil souls should never mix with children, not even for a second. They leave behind residual energy which affects them, hence the fever. " Severus told her.