1)
Why were they afraid?
1.
Radak: When he told them that he fears Hashem, they asked, if so, why is there this storm? He told them, I am a Navi, and Hashem sends me to Ninveh, and I did not want to go there, so I fled from Eretz Yisrael, the place of Nevu'ah.
2.
Malbim: Before (5), it says that they feared, i.e. the danger. Now they feared Hashem, which is a higher level.
2)
What is the question "Mah Zos Asisa"?
1.
Rashi: Why did you flee from such a ruler?
2.
Malbim: They rebuked him for his deed ? how did you do this evil, to flee from Hashem?