The discipline skill and tragedy hardening are two completely separate things. AFAIK, discipline enables dwarfs to experience trauma/horror without panicking and running away (very useful), but does _not_ remove horrified thoughts when witnessing death. That one's done by the tragedy hardening trait (as was already the case in earlier versions).
It seems that tragedy hardening works differently now - in older versions, any kind of "tragedy" would produce tragedy hardening: deaths of loved ones, being wounded, combat...
Now, only being involved in combat (actual combat, not sparring) appears to give tragedy hardening. Soldiers are usually fully hardened after two or three goblin assaults.
Some few dwarfs have the "fearless in the face of danger" soul attribute, which appears to nullify horror in the face of death as well.
BTW, tantrums and berserking are bugged to hell and back currently - any combat caused by those is prone to lead to loyalty errors; deaths caused by tantrummers are generally not counted as crimes. Seems that defending yourself from a tantrummer counts as a violent assault on a citizen, which obviously results in the execution of the traitor, which is no more of a crime than killing a goblin from a siege squad.
Re: original post -
It's almost certainly residual stress from several months ago. Just keep the dwarf away from causes of stress (bad weather, corpses, thieves), perhaps give him more work to do or a slightly better bedroom. He ought to get down below the "stressed" threshold in a few months if nothing new crops up to make him unhappy again.