Seifer really isn't scared of much, just what's in his head. Which is memories of what happened while he was brainwashed; Psycho Sorceress trying to end everything and the stuff she made him do during the war. (Which isn't even shown completely in canon, just that he killed a lot of people and tortured some people he grew up with. Electro-Shock Therapy? Anyone? Squall? We're still fleshing that bit out.) Also, he's kind of got this fear that she's not really gone from his head, but he hasn't told anyone that yet. (She is, he's just still fearing that.)