Wiktionary
stygiophobia
n. The fear of Hell.
Wikipedia
Stygiophobia
Stygiophobia, also called stigiophobia or hadephobia, is the fear of Hell. The word is derived from the Greek words Stygios, meaning "hell", and phobos, meaning "fear". The former is derived from the River Styx over which souls were carried into the underworld. The latter is itself derived from the Greek god Phobos, who was the son of Ares and accompanied him into battle.
The fear of Hell has been postulated as the basis for the human fear of death, apparently out-weighing various beliefs in a rewarding afterlife.