2-D: Whales, Murdoc
Murdoc: Pinocchio, (another hinted fear is Noodle)
Noodle: Spiders
Russel: Pennywise (the main antagonist in the movie and book "IT"), people he has grown close with being replaced by robots/machinery without him knowing
Source Numbers:
Commin' soon it's 3am I'll find them again tomorrow