Son of War and the (twin?) brother of Panic. Brother of Clancy. Manifests as the sort of cheery well-scrubbed well-turned out senior prep school pupil who has been taught to be polite to his elders, considerate to old people and kind to animals.
Anyone pondering the incongruity should reflect that the public school system, at all levels from Prep to Scholarship, was designed to turn out hardy, self-sufficient young men who would be leaders of men on the field of war as well as "the playing fields of Eton" or their Discworld equivalent. (Think of Hugglestones, the school that nurtured William de Worde.)
Clearly at the moment Terror would struggle to qualify as "Slight Anxiety", but no doubt his mother has seen to it that he and his brother are enrolled at a school of the Hugglestones ilk to round them out for their future careers. The reader should also reflect on how many British war heroes started out as keenly attentive and polite public schoolboys who have been taught to be polite to their elders, considerate to old people, kind to animals - and psychopathic maniacs on the battlefield.
The children of anthropomorphic personifications tend to learn quickly and have, often despite themselves, a deeply innate understanding of what Dad (or sometimes Mum) does for a living. This is just as well, as they are the natural understudy to step in and take over any necessary professional duties if their parent is indisposed.
In Greek/Roman mythology, Phobos and Deimos (Fear and Terror) were actually the horses drawing the chariot for Mars/Ares, the God of War. They live on in astronomy as the two moons of the planet Mars.