Gao Yuan wasn't afraid of anything except for the kind of bugs created and deployed by the Serpent People.
Bullets could deal with zombies, shells could take on Armored Beasts, but when it came to these omnipresent bugs, which came in an overwhelming swarm, weapons other than flamethrowers were basically ineffective.
Electric mosquito rackets and insecticides were indeed very useful when dealing with individual or small numbers of bugs, but against a sky-darkening swarm, it was hopeless. The simplest analogy is a locust plague; just by thinking about those swarming locusts blotting out the sky, one would understand why these methods were futile.
Gao Yuan ran fast. He looked back and saw no bugs following him, so he paused for a while, about two minutes later, he once again saw the massive swarm of bugs fluttering in the sky.