Hmm, I'll do my favourites.
Surana: Her fear is failing the people she cares for. Jowan, Irving, Alistair, Anders and Justice. Especially the latter two. She feels that if she'd been a better leader, they would never have ended up in their situation, never have fled to Kirkwall and blown up a Chantry. That extends to the fear of losing Zevran, either to the Crows' vengeance, or her own Calling. The mage and elven uprisings respectively also cause her a lot of anxiety, both for people she knew (in the Circle) and 'her people' in general.
Female Mahariel: Probably the fact that she's indirectly reponsible for the death of her whole clan. If she and Tamlen hadn't found the mirror (or if they'd left it alone instead of d*cking around with it), then Merrill would never have learned blood magic, never left the clan, Pol wouldn't have run from her into a varterral, Marethari wouldn't have become possessed, and Hawke wouldn't be forced to wipe them all out. Plus, Mahariel wouldn't have lost her best friend and been forced to become a Warden.
Male Mahariel: He fears that one day, Asha'bellanar will return and take vengeance upon him for 'killing' her. Not just him, but Morrigan and their child too. This is made worse by the worry that placing an Old God's soul into Kieran has harmed the boy and marked him as a target. His fear is that they'll never be safe from Flemeth (a fear that I'm sure the Well has only increased...).
Cousland: Agreeing to the Dark Ritual. He never trusted Morrigan, and failed in his duty as a Warden by risking the ritual. He's afraid that the people who call him a hero now will revile him when something worse than the 5th Blight starts, and everyone learns of him cowardice. When that happens, he'd be stripped of his title as the King-Consort and his family's name would forever be tainted.
Brosca: That everything she has gained since leaving Dust town will be for nothing. King Alistair will cut her loose, the same will happen to Rica, and they'll be back to poverty. She'll have to continue with the Wardens or become a worthless thug again, and when she dies from the Taint, her sister and nephew will have nothing.