like is krosis named regret because he regretted becoming a dragon priest?

Maybe, maybe not? We don't really know how dragon priest names work, they could be their really names they could be names they recived when they became Dragon priests. Personally I prefer the first option.

I thought krosis meant sorrow.

Like when the draugr say unslaad krosis they are saying "Unending sorrow!"

oh...Krosis means "sorrow," "sorry" or "my apologies" in the dragon language maybe krosis is saying sorry to all the people he killed?