If we still had a functioning republic he should be scared, but we don't, and he isn't.

FBI’s Comey is panicked at the thought of Trump coming after him and his co-conspirators.

… “[T]hink about what four years of a retribution presidency might look like. He could order the investigation and prosecution of individuals who he sees as enemies — I’m sure I’m on the enemies list — because the president constitutionally does oversee the Executive Branch entirely, which includes the Department of Justice, prosecutors and investigators. And so he could commission, direct, that individuals be pursued. He could also direct all kinds of other conduct that people would maybe take to court to try to stop, but who enforces court orders? Mostly the United States marshals service, which is in — part of the executive branch, and reports to the president. And so President Trump could say, ‘I don’t care what the Supreme Court says or these district judges say, I’m tellin’ the marshals service, Don’t enforce the court order.'”

In other words, Comey knows that Trump would do to them what they did to him. So why isn’t he worried? Because, as that other state asset Chuck Schumer warned Trump (and, it turns out, the nation) “Go after the intelligence community, they have six ways from Sunday to get back at you.”