'Whom' in the Bible

See, O Lord, and look!With whom have You dealt this way?Should women eat their offspring,The little ones who were born healthy and beautiful?Should priest and prophet be killedIn the sanctuary of the Lord?

The breath of our nostrils, the anointed of the Lord [our king],Was captured in their snares,He of whom we had said, “Under his shadowWe shall live among the nations.”