Woe -- "Woe" is an exclamation of grief, meaning "woe" or "alas." Jesus uses it humorously. Today we would say "so sad for you" or "boo-hoo to you." The word is very like the Jewish, "oy vey" which can be used to express sorrow but is more commonly used cynically. More about this phrase in this article on Christ's humor using exaggeration.

unto -- This word "to" comes from the indirect object form of the following word that requires the addition of a preposition in English. The most common is a "to" for the English indirect object.

thee, -- The word for "you" is the indirect object form of the singular, second-person pronoun in the form of an indirect object, which usually requires a preposition in English, like "to you."

Chorazin! -- "Chorazin"is the name of a village in the north Galilee to the east of Capernaum.

woe -- "Woe" is an exclamation of grief, meaning "woe" or "alas." Jesus uses it humorously. Today we would say "so sad for you" or "boo-hoo to you." The word is very like the Jewish, "oy vey" which can be used to express sorrow but is more commonly used in exaggeration. More about this phrase in this article on Christ's humor using exaggeration.

unto -- This word "to" comes from the indirect object form of the following word that requires the addition of a preposition in English. The most common is a "to" for the English indirect object.

thee, -- The word for "you" is the indirect object form of the singular, second-person pronoun in the form of an indirect object, which usually requires a preposition in English, like "to you."

Bethsaida!  -- This is the name of a village in the north Galilee to the east of Chorazin.

for -- The word translated as "for" introduces a statement of fact or cause, "for what," "because," "since," and "wherefore." Jesus usually uses this word to mean "because" in statements that seem like an answer to a question because of the change of context.

if -- The "if" here is used to express conditions "if" (implying nothing about its fulfillment) or indirect and direct questions, "whether."It also means "if ever" and "whenever." When used in an "if" clause, the verb is the subjunctive form of possibility. When citing a fact  the sense is more  "whether," "since" or "as sure as."

the -- The word translated as "the" is the Greek definite article, "the," which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," "those") than the English "the." See this article for more. 

mighty works -- "Mighty works" is a word that describes abilities and capacities, what actions a person can do or has done so "power," "might," "influence," and "force." It does not carry a sense of authority over others, either people or laws. The verb form of this word is translated as "can" in the NT. Much more about the meaning of this word in this article about "power" and "authority."

had - (WT) This helping verb "had" indicates that the verb is the tense indicating an action completed in the past. This is not the tense of the verb here.

been -- This helping verb "been" indicates that the verb is passive. Helping or auxiliary verbs are needed to translate the Greek verb forms into English.

done -- (WW) The word translated as "done" means "to become," that is, to enter into a new state. When applied to events, this word means "to happen," "to occur," or "take place." For things, it can be "to be produced." When the participle takes a predicate, the sense is "coming into" something. The form of the verb's object can indicate the time or to whom it "happens." This the not the word usually translated as "done."

in  -- The word translated as "in" means "in," "within," "with" (an instrument), "by" (near), "by" (means of), "during" (time),  or "among"  with an indirect-object form object.  With the direct object form, it means "into," "on," and "for." When referring to time, it means "during." It can mean "on," "at," or "by" in the sense of "near."

Tyre - Tyre is an ancient Phoenician city on the coast of what is now Lebanon. In the masculine form, it is Greek for "cheese."

and -- The Greek word translated as "and" is used as the conjunction "and," but it also is used to add emphasis, "even," "also," and "just."

Sidon, -- Tyre is an ancient Phoenician city on the coast of what is now Lebanon. This word technically refers to the people of Sidon.

which --  (WW) The word translated as "which" is the Greek definite article, "the," which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," "those") than the English "the." See this article for more. 

have -- (WT) This helping verb "have" indicates that the verb is the tense indicating an action completed in the past. This is not the tense of the verb here.

been -- (WV) This helping verb "been" indicates that the verb is passive. This is not the passive voice but the middle voice, a thing acting on itself, with this verb,"coming into being."

done -- (WW, WF) The word translated as "done" means "to become," that is, to enter into a new state. When applied to events, this word means "to happen," "to occur," or "take place." In the passive, it means "coming into a new state of being." For things, it can be "to be produced." When the participle takes a predicate, the sense is "coming into" something. The form of the verb's object can indicate the time or to whom it "happens." This the not the word usually translated as "done." This is not an active verb but a participle, a verbal adjective, ending with "-ing. "  

in  -- The word translated as "in" means "in," "within," "with" (an instrument), "by" (near), "by" (means of), "during" (time),  or "among"  with an indirect-object form object.  With the direct object form, it means "into," "on," and "for." When referring to time, it means "during." It can mean "on," "at," or "by" in the sense of "near."

you,. -- The Greek pronoun "you" here is plural and in the form of an indirect object, "to you," "for you," etc. As the object of a preposition, this form implies no movement, but in a fixed position or events occur at a specified time or while the action was being performed.

they -- This is from the third-person, plural form of the verb.

had -- (CW) "Had" is a particle used with verbs to indicate that the action is limited by circumstances or defined by conditions. There is no exact equivalent in English but "possibly" is close. Its meaning is largely determined by the verb form but "would have" is the most common, even when not with a subjunctive verb.

a -- There is no indefinite article in Greek, but when a noun doesn't have a definite article, the indefinite article can be added in English translation.

great while ago  -  (WF) "Great while ago" is an adverb means "long ago," "long ," " of old," "before," "just past," and similar ideas. This is not a noun but an adverb, "long ago."

repented, -- (CW) The word translated as "repent" has nothing to do with sin or, generally, with religion or asking for forgiveness. The Greek word translated as "repent" has a primary meaning of understanding something after the fact, with the sense of seeing it is too late. Its specific meaning is to "understand afterward," as seeing the truth after a mistake is made. From this idea, it comes to mean to change your mind, shifting your perspective.

missing "having"  -- (WT) The helping vcrb, "having," is needed to show the past perfect tense of the verb. 
 

sitting -   "Sitting" is a Greek verb that means to "be seated," "sit," especially of courts, councils, assemblies, etc.  The sense of being put in a position of authority as we would say "chair." It also means to "sit still" or "sit idle." The form is the past perfect participle, "having sat."

in  -- The word translated as "in" means "in," "within," "with" (an instrument), "by" (near), "by" (means of), "during" (time),  or "among"  with an indirect-object form object.  With the direct object form, it means "into," "on," and "for." When referring to time, it means "during." It can mean "on," "at," or "by" in the sense of "near."

sackcloth - "Sackcloth" is "a coarse cloth of hair" used for sacks because it was uncomfortable for clothing. This was worn by people as a signing of mourning or penance. This is not a common term for Christ to use. 

and -- The Greek word translated as "and" is used as the conjunction "and," but it also is used to add emphasis, "even," "also," and "just."

ashes. - "Ashes" is a word that means "wood ashes" and, more generally, "dust." It was rubbed on sackcloth as a sign of mourning. this is not a common term for Christ to use.