The conversation with Lennox you may be referring to is in Act 2 Scene 3, and consists almost entirely of Lennox describing how unpleasant the night has been. Macbeth isn't saying much; he limits his remarks to "'T was a rough night." We would have to imagine that the subtext of the line is that it was a rough night because Macbeth found committing murder a traumatic experience. There is no reason to think that he is thinking of the witches at all at this point.
Macbeth is unhappy with what the witches told him during his conversation with Lennox because their prophecies presented a potential threat to his reign. The witches mentioned that Banquo's descendants would inherit the throne, which goes against Macbeth's desire to establish a line of kings from his own lineage. This revelation creates a sense of insecurity and fear in Macbeth, leading him to contemplate further acts of violence to secure his power.
"Desire's got without content" She has what she wanted but she is not happy about it because now she worries all the time about whether she and Macbeth are going to be exposed, and her husband has become strange, keeping secrets from her, not sleeping and talking like a madman. The only thing keeping her going at this stage is that she will at least be able to host a successful dinner party like she always wanted to.
hes not happy because he heard Fleance escaped
"Stay you imperfect speakers. Tell me more!" The information they have given is tantalizingly incomplete.
He is confused. He does not believe them.