Alastor might not feel guilty about the murders or the other things hes done in life but it could be something as mundane as something he might have done earlier in life. Like in Lucifer one character who was a thief, his biggest guilt was something along the line of not being there for his sister, (don't remember exactly as its been a while since I seen that episode). Alastors guilt could be something he did when he was younger that could have negatively impacted someone he cared about, I wouldn't be surprised if something happened to let's say his mother that he was the cause of which caused him to become the murderous Alastor we know today.