“Later on Matt said that he ~hadn’t done~ anything special. He also said that he ~had started~ practicing the sport in 2015 to get fitter. He was definitely not sorry that he ~had finished~ the marathon in two hours and fifty-two minutes in 2017.”
This verb form is called past perfect simple, and it is used for talking about something that happened before another event in the past. “He was definitely not sorry he had finished the marathon in two hours and fifty-two minutes” - Matt had already finished the marathon when he said this.
