who is king Henry hallucinating?

That was his older brother Francis who died shortly after playing some tennis. Was it heart failure? Illness? Poison?

Back then, whenever a seemingly healthy royal teenage boy died suddenly, poison was always suspected. In this case it's probably true. Francis' secretary Count Montecuccoli was found to have poison in his room and, upon torture, confessed to poisoning the future king. And guess who it was that invited this Montecuccoli to court in the first place? None other than the future Queen of France... Catherine de Medici.

Dunt dunt duuuun!

Right before King Henry dies, he admits to his son Francis that didn't think his older brother Francis was cutout to be king so he poisoned his beverage at a tennis match and killed him. That's how he obtained the throne for himself.