I think Skye's regret is that she didn't have her parents and in the end had to side with shield and betray them. So in her world her parents are their and she undergoes conversion in their hidden land.
Fitz other potential regret is not telling Simmons how he felt earlier. So does by doing that he put them in a position where Simmons dies because of it. Also what happens to real Simmons if he she is dead in the frame work. We know if you die you die but what if you enter when you are dead.
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