Ants and Termites.
The Yeerk pool.
Their constant battles.
None of the animorphs have anything that really causes them to break down, except Jake, when he loses his family. Marco's reaction is often anger and rage, as is Rachel's. Tobias might have a phobia of Taylor, but that's because of how she tortured him. Cassie is explicitly afraid of what she and the rest of the animorphs have become, and what they do.
Up until book 26, jake's phobia was Crayak.