I think he was angry and hurt about both, but that his focus is on getting his son back right now, because Kelly is the most vulnerable party here (at least until he shows some sign of powers of his own).
I also think that while Nick grew to have an attachment to Adalind, he wasn’t in love with her and he isn’t going to feel that loss as hard as he’s feeling the loss of his son right now. He doesn’t blame her, he knows she truly felt she had no choice…but that isn’t going to stop him from doing whatever he has to do to get his son back, either, even if that puts her at risk.