Oooh that one. The dwelling on useless history conversation. That's where he goes "You had a life you had a family and you gave them up to follow ghosts." Isn't that after his act 2 quest?
It's here ^^
I'm not sure when it takes place. One interesting thing about Fenris, as hurtful as his comments can be, he rarely initiates the confrontation. Usually the other characters (Merrill, Anders, and Sebastian, especially) say something first, and he responds.
I think DA2 was loaded down with tragic characters. What Fenris went through is unimaginable (at least for me, in my cushy 21st century first world lifestyle). Anders knows he's falling apart and that he made a terrible mistake, but he can't stop. Merrill knows she's steadily chipping at a void between herself and the only family she's ever known, but she does it anyway. Really, they are all too damaged to be expected to converse rationally with one another.
I hope we don't encounter this many damaged companions in DAI. I loved everyone in DA2, but the situation in DAI is dour enough... I hope our companions are more grounded and in a happier place.