"Well, you're not going to get it," she spat back, "so what are you gonna do? Are you going to kill me like you did Koenig? It doesn't matter, because I'm not going to give you what you want."
The truth was that Skye was pretty sure he would hurt her. She was pretty sure she wasn't going to live through this, but it didn't matter. The data on that drive was too important to trade for anything, even for her own life. If HYDRA got a hold of it - that just wasn't an option. No matter what she did, she couldn't let that information fall into the wrong hands.
So, yeah, she was scared, but she did her best not to let it show on her face. Staying angry made that a little easier, so she held onto that. It wasn't like she had to fake it. She was super pissed at Ward for betraying them all. If she could just keep feeling that, she could pretend she wasn't terrified of what he was going to do to her when he figured out she really wasn't going to give him the data on that drive.