Happy to throw my wobbly-brained wonderings in on this, it seems like a fantastic idea!
My first thoughts on reading this was the classic Wittgenstein quote
"If a Lion could speak, we would not understand him." Even if the two fae in question can look human the way their minds function and societal interactions work would most likely be utterly, utterly alien. A shared form (unless your going to go the Pratchett route) means nothing. I heartily
recommend reading this piece, if not just for the crackingly suitable Xenophanes quote
"But if cattle and horses and lions had hands or could paint with their hands and create works such as men do, horses like horses and cattle like cattle also would depict the gods' shapes and make their bodies of such a sort as the form they themselves have."Clym is spot on that loss is going to be a driving emotion for them both. They've lost everything that they were, their habitats, relations, social structure - all stolen from them by selfish humans, this terrible, alien, may-fly quick race that's destroying the planet and generally being rather terrible. They've been forced to become eternal prisoners, slaves to an alien form in confusing ever-changing and noiseome shams of society. For hundreds, perhaps thousands of years they've been something else - Swum the oceans, drowned and eaten people, had connections and an perspective of the world that no-one at all but others of their kind could possibly comprehend, they saw man worshiping animals and the spirits of the place, watched countless human empires rise and fall, watched faiths, martyrs and deities come and go, watched the march of progression and destruction over tens upon tens of these blink-and-you'll-miss-it life spanned creatures. But now, thanks to the duplicitous, thieving way these quick things grub for power over everything regardless of the cost they've become trapped until the end of time as one of them. I suspect disgust and self-loathing would be high on the list.
That said, perhaps they've been conditioned away from their former lives, think Stokeholm Syndrome or other examples such as the Chibok schoolgirls being conditioned as suicide bombers. With their old fae identities broken and shattered, forced down into dark mental closets with mental iron bars on, and they now like human folk like only a newly converted zealot can, with a strained all-too-keen smiling edge.
The Eachs Uisge goes back to the lion quote at the top - Here's a creature that preys on humans, uses intelligence and guile to do so. Is it that likely to be suddenly remorseful? If it's been eating people for hundreds or thousands of years, is it going to go back on that so quickly, would it understand or even care about poetry, art or anything else? Put a lions brain in a human body and it'd still think and act like a lion, form doesn't equal comprehension.
Also, how does the realm of the fey fit into the universe you're working within? If it's a hidden realm that no-one knows about then do the two trapped-as-people fey represent a colossal liability to other fae? A good example of what I mean would be found in Charles Stross's 'Rhesus Chart' which deals with the vampire myth in the Laundry setting - There vampires are very much apex predators that can easily create infect others, but any vampire that's lived for a decent period will understand the utter imperative of destroying any other vampires it discovers. After all if it can find out about other vampires then so can other people, and if people find out that vampires actually exist then it'll be mandatory mid-day role calls all round and the destruction of everything they've built. Keeping vampires as nothing but a silly old myth is critical to their ongoing survival as individuals.