--Failing people he cares about; being forced to watch them suffer or die.
--Being abandoned; everyone else taking his enemies' part.
--Physical threat: Nicol Bolas, the Forever Serpent. (This is less a fear per se than rational self-preservation. Best used as a vector for the others.)
Desire:
--Seeing Nico again.
--Time with everyone he cares about, where nothing terrible is happening and they can relax without fear. (People in question, in no particular order: team, Chaz, Claude, Ed.)
--A way to ensure his important people are protected.
--Understanding: the whys and hows of what's happening in Sabra.
--Knowledge, magical for preference, relating to interplanar travel or combat a bonus.