He was pretty scared when Chase got sick: he even "kidnapped" Josh and was hit by Josh's friends. His arm got broken, but he didn't care because he was worried for Chase.
Of course he knows fear.
His problem is that he can't recognize it in himself. Grayson never was emotionless, but he has a heavy case of Alexithymia if we use a rl term.
"When was this??" - In an extra of KMIYC, where Chase again had problems caused by all the meds he used/ pheromones. Spoiler
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Chase got his rut, was in a very bad condition, and wanted only Josh.
Before that the doctor decided that Josh should stay away for a while, because of his pheromones, since Chase passed out and was in the hospital because having trouble with the side effects of all the med he used in the past and omega pheromones again, and this time it was worse.
So Josh went home, met friends...but turned off his phone, and while it was turned off Grayson tried to contact him. So Grayson searched for him and "picked him up" for Chase. He saw Grayson for the first time with a blank face, no fake smile.
So, novel readers, is he pregnant?
Spoiler
No he isn't.