This sentence is from a light novel. Right after the character has defeated a dullahan, one of the characters starts praying and says this:

「祈りを、捧げている。 デュラハンは不条理な処刑で首を落とされた騎士が、恨みでアンデッド化するモンスターだ。こいつとて、モンスターになりたくてなった訳ではないだろう。自分で斬りつけておいて何だが、祈りぐらいはな....」

I don't think I've come across 「何だ」in this 'mid-sentence-like' manner yet, but judging from the definitions here: https://dictionary.goo.ne.jp/word/%E4%BD%95%E3%81%A0/#jn-165822, this 「何だ」 can just be used to express doubt or some kind of uncertainty of the speaker.

All in all, it still looks a bit weird to me, so I want to ask what really stands behind this here.

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