I think Chaz is scared of death. When Wren tells the group that he'll prepare for a crash landing, Chaz freaks out about it while everyone else remains calm (and Rika's rather excited about it).
Also, Alys's passing may have some impact on this...just a guess.
Rika? I think she's too naive to have any real fears. Nothing comes to mind as far as she goes.
Rune... I think he may fear something like failing Algo. He has a lot to carry on his shoulders as Lutz, so I wouldn't be surprised if he has some fears about it, even if he never shows it.
Maybe Hahn's afraid of going broke while travelling with Alys.
She does charge him a lot just to let him tag along. Or maybe...he was scared of Alys?
I think Kyra's fear came true when she learned the truth that Lutz was no longer around. Hard to say for her.
If Wren or Demi have any fears, I wouldn't know what they are.
Raja...no clue with him.
As for Alys, I think she was scared of something happening to Chaz.