I didn't kill Connor, Isolde did, but I think that was harder than if I'd done it myself.
On my current playthrough, I'd done the Circle Tower prior to going to Redcliffe. I'd decided to side with the Templars this time, and I was quite pleased with myself in that it seemed that I sided with the Templars without slaughtering all the mages.... Greagoir was saying how the mages needed healing, and being taken care of, and the Chantry would come and investigate and see if any were possessed by demons. I even got positive approval from Wynne for this.
But it meant that I didn't have access to the Mages when I did Redcliffe. I spoke to Bann Teagan and Isolde but said I needed to think about my choice first. I then went and killed my way up to Connor,... I wanted to talk to him and see if I could get anything out of that. After talking for a while, I realize I'm going to need to make a decision about killing him or not, and he seemed to want to end it all...so I was really sad but preparing to go through with it , telling Connor how brave he is, and that I'll need his help being strong in this so that I can ...basically, kill him, when Isolde shows up.
Isolde is screaming and crying and not wanting to lose her baby, of course, and I'm NOT being hostile OR pushing the issue with her in this, I just start talking to her about how the demon has Connor and won't let him go. She's kneeling beside Connor and holding him and the demon in him starts talking and Isolde realizes it's never going to stop. When Connor regains control, and saying how much it hurts, Isolde is crying and telling him it's going to be over soon...
I offer to do the deed myself, but she refuses and sends me off. My final shot of her is her pulling a knife out and telling Connor 'close your eyes, baby'...
I have to say, my heart was in my throat at this and I was truly surprised that I wasn't crying. It's not something I ever want to go through again, though. I thought seeing the life's blood sucked out of Isolde and slammed into me when I chose that last time was hard enough, but I'm just gonna wimp out and make sure the Circle survives for next time.