The doctor is upset not exactly because of he still cant find Melody, its becasue he knows how she dies, anyone remember Silence in the Library/Forest of the Dead. He has to keep Rivers death a secret now, not just to River, but to Amy and Rory.
Source: Doctor Who TV http://doctorwhotv.co.uk/watch-lets-kill-hitler-prequel-24261.htm#ixzz1V6PARsce
I totally forgot about this.

Karen Gillan : “The Biggest Twist so far is yet to come”
Matt Smith : “Alot of Questions are answered in the remaining 6 episodes as well as asking some more along the way”
Steven Moffat : “yes! You know the secret about River, or do you? “
Arthur Darvill : “I can’t say how involved we are next year but I think the last 6 episodes are some of the best we have ever done”
We’re in Hitler’s office - Doctor Who Confidential - BBC Three (by BBC)
We’re going live Confidential - Doctor Who Confidential - BBC Three (by BBC)
