edit: Actually, I think I understand now, as the OP's original comment doesn't make it clear whether he understands that it's Shido's fear of the girl, rather than the girl's (own) fear. It's the former, not the latter.
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To the OP, I'm not sure if this will help with what you're having difficulty grasping, but you can think of it as saying that it was these other these other unsettling thoughts (described in the following disconnected sentences) that came to Shido's mind first, rather than merely a sense of fear.