I went through an emotional roller coaster ride towards the end of treatment and dragged my wife with me - I am STILL making amends;-)
Also, one of the early stages of grief is anger and it may be manifesting itself now as he gets more beat up and reality sets in.
It could be a sign of depression. I would talk to the doctor for sure.
I have no experience with Aranesp.
Here is what one of the drug databases had to say about side effects:
Side Effects of This Medicine
Along with its needed effects, a medicine may cause some unwanted effects. Although not all of these side effects may occur, if they do occur they may need medical attention.
Check with your doctor immediately if any of the following side effects occur:
More common
Abdominal or stomach pain; accumulation of pus; arm, back or jaw pain; blurred vision; breathing difficulties (irregular, noisy, trouble at rest); chest pain, discomfort, tightness, or heaviness; chills; confusion; cough producing mucus; decrease in amount of urine; diarrhea; dilated neck veins; dizziness or lightheadedness; fainting or lightheadedness; fast, slow, or irregular heartbeat; fatigue or tiredness (extreme or unusual); fever; headache; nausea; pain, tenderness, swelling or warmth over injection site; shortness of breath or troubled breathing; pounding in the ears; rapid breathing; rapid or pounding pulse; skin discoloration at injection site; sweating; swelling of ankles, face, fingers, feet, hands, or lower legs; unconsciousness; vomiting; weight gain; wheezing
Less common
Anxiety; convulsions; difficulty in speaking (slow speech or inability to speak); double vision; inability to move arms, legs, or facial muscles (including numbness and tingling); trouble thinking or walking
Rare
Fever and sore throat; hives; itching; pale skin; skin rash; unusual bleeding or bruising; unusual tiredness or weakness
Other side effects may occur that usually do not need medical attention. These side effects may go away during treatment as your body adjusts to the medicine. However, check with your doctor if any of the following side effects continue or are bothersome.
More common
Constipation; general feeling of discomfort or illness; lack or loss of strength; loss of appetite; muscle aches, pains or stiffness; runny nose; pain in joints; shivering; sneezing; sore throat; trouble sleeping
Less common
Confusion; ; decreased urination; dry mouth; lightheadedness; sunken eyes; thirst; wrinkled skin
Other side effects not listed above may also occur in some patients. If you notice any other effects, check with your doctor.