2p Denmark:

Magnus knows his job is dangerous.
He is worried that some of his enemies will try to hurt (y/n).
The large Dane does not want his only love to be hurt, he often has her stay near him to protect her.

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2p Sweden:

Bernard is terrified that (y/n) might be hurt by him.
He is much larger than her and this size difference scares him.
He is very careful when he is with her and during times of intimacy.
The large swede keeps himself fed to make sure that he does not try to bite his wife.

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2p Finland:

Thurston worries that (y/n) might be stolen from him.
He has never had a love this passionate and loving before, scratch that. He never had love at all.
The Finn knows that she is loyal but fears that she may not need him anymore.

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2p Norway:

Loki fears that she will be hurt by something.
He keeps the house safe with his magic to hopefully prevent that.
He fears that she will become disgusted with him because if his scars.

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2p Iceland:

Egil doesn't want to think of it.
But he is scared of (y/n) falling out of love with him and leaving him.
He wants nothing but for the both of them to be together forever.
He wants her to be as obsessed with him as he is with her.