Which details convey the content of the last wish?

The last wish is implied rather than stated,

A cold wind rushed up the staircase, and a long loud wail of disappointment and misery from his wife gave him courage to run down to her side, and then to the gate beyond. The street lamp flickering opposite shone on a quiet and deserted road.

This would suggest that they both thought zombie Herbert was at the door and Mr. White wished him to be dead again.