'My God, my God, why hast Thou forsaken me?'
In Hebrew: eli, eli lamma 'azabtani.
Both Evangelists have this in the original. At first it seems that their motive was to transmit this (according to their account) last word from the Cross exactly as it was uttered. But it was probably merely in order to explain how the bystanders could have thought that Jesus called for Elias (Mt. xxvii. 47; Mk. xv. 35). The texts are uncertain concerning the actual language in which our Lord uttered these words. Apart from the Hebrew form in Cod. D we find in the manuscripts aAB the purely Aramaic: elahi elahi lema shebaktani. The Targum has Psalm xxii.2 partly in Hebrew and partly in Aramaic, as also Onk. often retains the Hebrew el. The fact that it sounded like calling for Elias, makes it certain that the words in Hebrew were: eli, eli. In that case, it would be most natural (and in connexion with a Biblical phrase also most appropriate) to assume that the whole sentence was uttered in Hebrew, i.e. Psalm xxii. 2 expressed in the original form. Jesus was now not speaking for others, but bursting out of the trance of silence, He gave vent to His gathered emotions, and this, not in a word of prayer formed by Himself, but in a Psalm-verse which forced itself to His lips. This proves His familiarity with Scripture, and reveals, above all, what was going on in His mind; but it is also in keeping with the need of the Dying who cannot any longer find words of His own.
from pages 204-205, Jesus-Jeshua