I'll just play devil's advocate here, and say that Fredo did know he was going to get shot. I see his hanging around Anthony as being a sort of guarantee of his safety. He also lacks the grit to hang around anyone else in the family!

When Anthony is called away, I see his reaction as being one of resigned disappointment. ("Ah, shit!") He knows he is isolated now, and is going to die.

When he says to Al, "Let's go Al," I see a man accepting his fate, and preparing for execution.

The final prayer is, of course, the last prayer of the condemned man. The way he bends over, and the way he says it, I think he knew all right!!


By the way, I see a parallel between this scene, and the deleted scene where Vito kills one of Don Ciccio's guards. Both executions take place in boats: but what a contrast between them!